psi.hampel: Hampel's Redescending psi Function
Description
Hampel's redescending psi function.Usage
psi.hampel(u, a = 1.5, b = 3.5, c = 8)
Arguments
u
numeric vector of residuals.
Value
- numeric vector like
u giving the values of Hampel's psi function.
Details
psi is equal to u up to a, then is flat to b, then decreases linearly to zero at c.References
Hampel, Ronchetti, Rousseeuw and Stahel (1986). Robust Statistics. Wiley, New York, page 150.
Yohai, V. J. (1987). High breakdown point and high efficiency robust estimates for regression. Ann. Statist. 15, 642-656.
Stromberg, A. J. (1993). Computation of high breakdown nonlinear regression parameters. J. Amer. Statist. Assoc. 88, 237-244.
Smyth, G. K., and Hawkins, D. M. (2000). Robust frequency estimation using elemental sets. Journal of Computational and Graphical Statistics 9, 196-214.