psi_func-class {robustbase} | R Documentation |
The class "psi_func"
is used to store psi
functions for M-estimation. In particular, an object of the class
contains rho(x), its derivative
psi(x), the weight function ψ(x)/x, and
first derivative of ψ, Dpsi =
ψ'(x).
Objects can be created by calls of the form new("psi_func", ...)
,
but preferably by psiFunc(...)
.
rho
:the rho() function, an object of
class "functionX"
. This is used to formulate the
objective function; ρ() can be regarded as generalized
negative log-likelihood.
psi
: is the derivative of ρ,
psi(x) = d/dx rho(x);
also of class "functionX"
.
wgt
:The weight function ψ(x)/x,
of class "functionX"
.
Dpsi
:the derivative of ψ,
Dpsi(x) = psi'(x); of class "functionX"
.
tDefs
:named numeric vector of tuning parameter Default values.
Erho
:Object of class "functionXal"
~~
Epsi2
:Object of class "functionXal"
~~
EDpsi
:Object of class "functionXal"
~~
xtras
:Potentially further information.
No methods defined with class "psi_func"
in the signature.
Martin Maechler
str(huberPsi, give.attr = FALSE)