Quasi-optimal rho function

rhoc computes the \(\rho\) quasi-optimal function defined in the references

rhoc(x, c)

Arguments

x	value where the rho function is evaluated
c	tuning parameter, it defines where the increasing function starts to be constant

References

Muler, N. and Yohai, V. J. (2002). Robust estimates for arch processes. Journal of Time Series Analysis, 23(3):341-375.

Salibian-Barrera, M., Van Aelst, S. and Yohai, V. J. (2016). Robust tests for linear regression models based on \(\tau\)-estimates. Computational Statistics & Data Analysis 93:436-455.

Examples

plot(seq(0,1.3,.01),rhoc(seq(0,1.3,.01),1),type='l',ylab="",xlab="")