robust (version 0.3-4)

weight.funs.q: 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.

Value

• a numeric vector containing the weights.

Details

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