/ Home

DESCRIPTION

Hampel's redescending psi function.

 

USAGE

psi.hampel(u, a = 1.5, b = 3.5, c = 8)

 

REQUIRED ARGUMENTS

u

numeric vector of residuals.

 

OPTIONAL ARGUMENTS

a		numeric constant.
b		numeric constant.
c		numeric constant.

 

VALUE

psi

numeric vector like u giving the values of psi.

 

DETAILS

psi is equal to u up to a, then is flat to b, then decreases linearly to zero at c.

 

REFERENCES

Hampel, Ronchetti, Rousseeuw and Stahel (1986). Robust Statistics. Wiley, New York, page 150.

Yohai, V. J. (1987). High breakdown point and high efficiency robust estimates for regression. Ann. Statist. 15, 642-656.

Stromberg, A. J. (1993). Computation of high breakdown nonlinear regression parameters. J. Amer. Statist. Assoc. 88, 237-244.

Smyth, G. K., and Hawkins, D. M. (1999). Robust frequency estimation using elemental sets. Submitted. (Abstract - Zipped PostScript)

 

SEE ALSO

mmnl, mscale, rho.hampel, mmfreq, robfreq, rreg and wt.hampel in the S-Plus documentation.

 

EXAMPLES

The function mmnl uses psi.hampel.

Gordon Smyth. Copyright © 1996-2016. Last modified: 10 February 2004