internalpsi: Internal functions of package robKalman - psi functions
In robKalman: Robust Kalman Filtering

Description Usage Arguments Details Value Author(s) See Also

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

psiLS(t, rho=FALSE)
psiHuber(t, k=1.345, rho=FALSE) 
psiTukey(t, c=4.685, rho=FALSE)
psiHampel(t, a=2, b=4, c=8, flag="psi")
.psi(type)

`t`	numerical vector to be modified
`rho`	logical: whether the ψ- (default) or ρ-function is used
`k`	tuning constant for `psiHuber`
`a`	tuning constant for `psiHampel`
`b`	tuning constant for `psiHampel`
`c`	tuning constant for `psiTukey` and `psiHampel`
`flag`	character: either "psi", "weights" or "deriv" to use ψ-function (default), weight function ψ(t)/t or its derivative respectively
`type`	character: which ψ-function; current possibilities: "Huber", "Tukey", "Hampel", "Ident"

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,

internalarGM

robKalman documentation built on May 2, 2019, 4:50 p.m.