psi: Psi function used in hbrfit

In kloke/hbrfit: High breakdown rank-based (HBR) estimation for linear models

Psi function used in hbrfit

Description

Psi function used in the calculation of the weights for HBR estimates.

Usage

psi(x)

Arguments

x	n x 1 vector

Author(s)

Jeff Terpstra, Joe McKean, John Kloke

References

Chang, W. McKean, J.W., Naranjo, J.D., and Sheather, S.J. (1999), High breakdown rank-based regression, Journal of the American Statistical Association, 94, 205-219.

Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.

Terpstra, J. and McKean, J.W. (2005), Rank-based analyses of linear models using R, Journal of Statistical Software, 14(7).

Examples

## The function is currently defined as
function (x) 
{
    x[x == -Inf] = -100
    x[x == Inf] = 100
    -1 * (x <= -1) + x * (-1 < x & x < 1) + 1 * (x >= 1)
  }

kloke/hbrfit documentation built on Nov. 17, 2023, 2:33 p.m.