Description Usage Arguments Value References See Also Examples
Andrew's sine function for use when fitting a linear model by robust regression using an M-estimator.
1 | psi.andrew(u, k=1.339, deriv=0)
|
u |
Numeric vector of evaluation points. |
k |
Tuning constant. The suggested default value is 1.339. |
deriv |
0 or 1: to compute values of this function or of its first derivative. |
psi.andrew
returns a vector of points evaluated using Andrew's sine function.
Andrew, D. F. (1974), A Robust Method for Multiple Linear Regression, Technometrics, 16, 523–531.
Young, D. S. (2017), Handbook of Regression Methods, CRC Press.
1 2 3 4 5 6 7 8 9 10 11 |
## Robust fit of the stackloss dataset.
require(MASS)
data(stackloss, package="datasets")
out <- rlm(stack.loss ~ ., data = stackloss,
psi = psi.andrew)
out
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