These functions are used internally by package robKalman for the ACM filter — psi functions

1 2 3 4 5 |

`t` |
numerical vector to be modified |

`rho` |
logical: whether the |

`k` |
tuning constant for |

`a` |
tuning constant for |

`b` |
tuning constant for |

`c` |
tuning constant for |

`flag` |
character: either "psi", "weights" or "deriv" to use |

`type` |
character: which |

Several possibilities are available as *ψ*-function to modify the correction step: "Huber", "Tukey", "Hampel", "Ident";
the can all be used through one interface — `.psi`

, returning the corresponding *ψ*-function

Each of the functions `psiLS`

, `psiHuber`

, `psiHampel`

, and `psiTukey`

return the value
of the corresponding *ψ*-function evaluated at `t`

. `.psi`

returns the corresponding *ψ*-function.

Bernhard Spangl bernhard.spangl@boku.ac.at,

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