Psp (Weight) Function

DESCRIPTION:

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

USAGE:

psp.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 Psp function.

REFERENCES:

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

SEE ALSO:

, , .