Description Usage Arguments Details Value Author(s) Examples
These psi and corresponding weight functions are employed for robust M estimation and robust filtering.
These functions are intended for internal use and are called for example by the functions acfrob.RA
, arrob.filter
, filterrob
and spectrumrob.pgram
.
1 2 3 4 5 |
x |
numeric for which the respective function should be returned. This can either be a single value or a vector. |
type |
character string giving the type of psi respectively weight function of interest. |
k |
numeric giving the tuning parameter(s). |
The definition of these functions can be accessed by typing M_psi
, M_wgt
or smoothpsi
.
Numeric with the specified psi respectively weight function evaluated at x
.
Alexander Dürre, Tobias Liboschik and Jonathan Rathjens
1 2 3 4 5 6 7 8 | curve(M_psi(x, type = "huber", k = 2), from = -4, to = 4,
main = expression(paste("Huber's ", Psi, " function with tuning constant 2")))
curve(M_psi(x, type = "bisquare", k = 3), from = -4, to = 4,
main = expression(paste("Tukey's ", Psi, " function with tuning constant 3")))
curve(M_psi(x, type = "smooth", k = c(2, 3)), from = -4, to = 4,
main = expression(paste("Smooth ", Psi, " function with tuning constants 2 and 3")))
|
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