internalpsi: Internal functions of package robKalman - psi functions

Description Usage Arguments Details Value Author(s) See Also

Description

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

Usage

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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)

Arguments

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"

Details

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

Value

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.

Author(s)

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

See Also

internalarGM



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