Weight Functions Psi, Rho, Chi
These functions compute the weights used by lmRob and its associated methods.
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)
x |
a numeric vector. |
ips |
integer determining the weight function:
,
,
,
,
which is currently only available for |
xk |
a numeric value specifying the tuning constant. |
See the section “Theoretical Details”, p. 58-59, in chapter 2 of ‘Robust.pdf’.
a numeric vector, say r of the same length as x,
containing the function values r[i] = f(x[i]).
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")Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.