psi_func-class          package:robustbase          R Documentation

_C_l_a_s_s _o_f "_P_s_i _F_u_n_c_t_i_o_n_s" _f_o_r _M-_E_s_t_i_m_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     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).

_O_b_j_e_c_t_s _f_r_o_m _t_h_e _C_l_a_s_s:

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

_S_l_o_t_s:


     '_r_h_o': 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.

     '_p_s_i': psi() is the derivative of rho, psi(x) = d/dx rho(x); also
          of class '"functionX"'.

     '_w_g_t': The weight function psi(x)/x, of class '"functionX"'.

     '_D_p_s_i': the derivative of psi, Dpsi(x) = psi'(x); of class
          '"functionX"'.

     '_t_D_e_f_s': _named_ numeric vector of *t*uning parameter *Def*ault
          values.

     '_E_r_h_o': Object of class '"functionXal"' ~~ 

     '_E_p_s_i_2': Object of class '"functionXal"' ~~ 

     '_E_D_p_s_i': Object of class '"functionXal"' ~~ 

     '_x_t_r_a_s': Potentially further information.

_M_e_t_h_o_d_s:

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

_A_u_t_h_o_r(_s):

     Martin Maechler

_S_e_e _A_l_s_o:

     'psiFunc'.

_E_x_a_m_p_l_e_s:

     str(huberPsi, give.attr = FALSE)

