weight.funs.q {robust}R Documentation

Weight Functions

Description

These functions compute the weights used by lmRob and its associated methods.

Usage

psi.weight(svals, ips = 1, xk = 1.06)
rho.weight(svals, ips = 1, xk = 1.06)
psp.weight(svals, ips = 1, xk = 1.06)
chi.weight(svals, ips = 1, xk = 1.06)

Arguments

svals a numeric vector.
ips choose your weight function: ips = 1 for optimal function, ips = 2 for rescaled bisquare function, and ips = 3 for Huber function.
xk a numeric value specifying the tuning constant.

Details

See the Theoretical Details section in chapter 2 of Robust.pdf.

Value

a numeric vector containing the weights.


[Package robust version 0.3-4 Index]