Chi (Weight) Function

DESCRIPTION:

Returns the value of Chi (weight) function as in the robust literature. It is called by some routines in lmRob, but not supposed to be called by the users directly.

USAGE:

chi.weight(svals, ipsi=1, xk=1.06) 

REQUIRED ARGUMENTS:

svals
a numeric vector.

OPTIONAL ARGUMENTS:

ipsi
an integer. If ipsi is 1, the optimal loss (weight) function will be used; if ipsi is 2, the rescaled bisquare loss (weight) function will be used.
xk
the tuning constant.

VALUE:

a vector of values of Chi function.

REFERENCES:

Marazzi, A. (1993): Algorithms, routines and S functions for robust statistics, Wadsworth & Brooks/Cole, Pacific Grove, CA.

SEE ALSO:

, , .