| 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 psi(x)/x, and
first derivative of psi, Dpsi = psi'(x).
Objects can be created by calls of the form new("psi_func", ...),
but preferably by psiFunc(...).
rho:"functionX". This is used to formulate the
objective function; rho() can be regarded as generalized
negative log-likelihood.psi:"functionX".wgt:"functionX".Dpsi:"functionX".tDefs:Erho:"functionXal" ~~ Epsi2:"functionXal" ~~ EDpsi:"functionXal" ~~ xtras:
No methods defined with class "psi_func" in the signature.
Martin Maechler
str(huberPsi, give.attr = FALSE)