| psi-functions {robustlmm} | R Documentation |
Classical, Huber and smoothed Huber psi- or rho-functions
Description
\psi-functions are used by rlmer in the estimating
equations and to compute robustness weights. Change tuning parameters using
chgDefaults and convert to squared robustness weights using
the psi2propII function.
Usage
## see examples
Details
The “classical” \psi-function cPsi can be
used to get a non-robust, i.e., classical, fit. The psi slot equals
the identity function, and the rho slot equals quadratic function.
Accordingly, the robustness weights will always be 1 when using cPsi.
The Huber \psi-function huberPsi is identical to
the one in the package robustbase. The psi slot equals the
identity function within \pm k (where k is the tuning
parameter). Outside this interval it is equal to \pm k. The
rho slot equals the quadratic function within \pm k and a
linear function outside.
The smoothed Huber \psi-function is very similar to the
regular Huber \psi-function. Instead of a sharp bend like the
Huber function, the smoothed Huber function bends smoothly. The first tuning
contant, k, can be compared to the tuning constant of the original Huber
function. The second tuning constant, s, determines the smoothness of the
bend.
See Also
chgDefaults and psi2propII for changing
tuning parameters; psi_func-class for a more detailed
description of the slots;
Examples
plot(cPsi)
plot(huberPsiRcpp)
plot(smoothPsi)
curve(cPsi@psi(x), 0, 3, col="blue")
curve(smoothPsi@psi(x), 0, 3, add=TRUE)
curve(huberPsiRcpp@psi(x), 0, 3, add=TRUE, col="green")