psi_func-class {robustbase}R Documentation

Class of "Psi Functions" for M-Estimation

Description

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 from the Class

Objects can be created by calls of the form new("psi_func", ...), but preferably by psiFunc(...).

Slots

rho:
the rho() function, an object of class "functionX". This is used to formulate the objective function; rho() can be regarded as generalized negative log-likelihood.
psi:
psi() is the derivative of rho, psi(x) = d/dx rho(x); also of class "functionX".
wgt:
The weight function psi(x)/x, of class "functionX".
Dpsi:
the derivative of psi, 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.

Methods

No methods defined with class "psi_func" in the signature.

Author(s)

Martin Maechler

See Also

psiFunc.

Examples

str(huberPsi, give.attr = FALSE)

[Package robustbase version 0.2-8 Index]