robdistwts = function(xmat, y,percent=0.95) {
#
# Original source is ww.1.7.r
#
# robdis2=mycov.rob(as.matrix(xmat),method="mcd")$robdis2
robdis2 <- robdist.hbrfit(xmat)
fit <- ltsreg(xmat,y)
intest=fit$coef
xmat=as.matrix(xmat)
y=as.matrix(y)
n=dim(xmat)[1]
p=dim(xmat)[2]
cut=qchisq(percent,p)
resids=y-intest[1]-xmat%*%as.matrix(intest[2:(p+1)])
sigma=mad(resids)
m=psi(cut/robdis2)
a=resids/(sigma*m)
c=(median(a)+3*mad(a))^2
h=sqrt(c)/a
# tmp=pairup(h)
# ans=psi(abs(tmp[,1]*tmp[,2]))
wts=psi(abs(h))
sresids = resids/sigma
wdsr = cbind(wts,robdis2,sresids)
list(wdsr=wdsr,wts=wts,robdis2=robdis2,resids=resids,sresids=sresids)
}
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