R: Weight Functions Psi, Rho, Chi

weight.funs {robust} | R Documentation

## Weight Functions Psi, Rho, Chi

### Description

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

### Usage

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

### Arguments

`x` | a numeric vector.
`ips` | integer determining the weight function: `ips = 1` "optimal" , `ips = 2` rescaled bisquare , `ips = 3` Huber , `ips = 4` smoothed Huber , which is currently only available for `psi.*()` and its derivative `psp.*()`.
`xk` | a numeric value specifying the tuning constant.

### Details

See the section “Theoretical Details”, p. 58-59, in chapter 2 of ‘Robust.pdf’.

### Value

a numeric vector, say `r` of the same length as `x`, containing the function values r[i] = f(x[i]).

### Examples

    x <- seq(-4,4, length=401)
    f.x <- cbind(psi = psi.weight(x), psp = psp.weight(x),
                 chi = chi.weight(x), rho = rho.weight(x))
    es <- expression(psi(x), {psi*minute}(x), chi(x), rho(x))
    leg <- as.expression(lapply(seq_along(es), function(i)
              substitute(C == E, list(C=colnames(f.x)[i], E=es[[i]]))))
    matplot(x, f.x, type = "l", lwd = 1.5,
            main = "psi.weight(.) etc -- 'optimal'")
    abline(h = 0, v = 0, lwd = 2, col = "#D3D3D380") # opaque gray
    legend("bottom", leg, inset = .01,
           lty = 1:4, col = 1:4, lwd = 1.5, bg = "#FFFFFFC0")

[Package robust version 0.5-0.0 Index]