rho.hampel: Hampel's Redescending rho Function
Description
Integral of Hampel's redescending psi function.Usage
rho.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 rho function.
Details
The values of rho are analogous sum of squared residuals. rho is actually the integral of Hampel's redescending psi function. The default values for the parameters are as in Stromberg (1993).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.