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.
psp.weight(svals, ipsi=1, xk=1.06)
ipsi
is
1
, the optimal loss (weight) function will be
used; if
ipsi
is
2
, the rescaled bisquare loss (weight) function will
be used.
Psp
function.
Marazzi, A. (1993): Algorithms, routines and S functions for robust statistics, Wadsworth & Brooks/Cole, Pacific Grove, CA.