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 ψ- (default) or ρ-function is used |
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 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
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