Psi
(weight) function as in the robust literature,
which is the derivative of
Rho
function. It is called by some routines in
lmRobMM
, but not supposed to be called by the users directly.
psi.weight(svals,ipsi,xk)
ipsi
is
1
, the optimal loss (weight) function will be used;
if
ipsi
is
2
, the rescaled bisquare loss (weight) function will be used.
Psi
function.
Marazzi, A. (1993): Algorithms, routines and S functions for robust statistics, Wadsworth & Brooks/Cole, Pacific Grove, CA.