1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
|
\name{psi_func-class}
\docType{class}
\alias{psi_func-class}
\title{Class of "Psi Functions" for M-Estimation}
%% 'psi_func' cannot be used in title!
\description{
The class \code{"psi_func"} is used to store \eqn{\psi \ (psi)}{psi}
functions for M-estimation. In particular, an object of the class
contains \eqn{\rho(x) \ (\code{rho})}{rho(x)}, its derivative
\eqn{\psi(x) \ (psi)}{psi(x)}, the weight function \eqn{\psi(x)/x}, and
first derivative of \eqn{\psi}, \code{Dpsi = } \eqn{\psi'(x)}.
}
\section{Objects from the Class}{
Objects can be created by calls of the form \code{new("psi_func", ...)},
but preferably by \code{\link{psiFunc}(...)}.
}
\section{Slots}{
\describe{
\item{\code{rho}:}{the \eqn{\rho()}{rho()} function, an object of
class \code{"functionX"}. This is used to formulate the
objective function; \eqn{\rho()} can be regarded as generalized
negative log-likelihood.}
\item{\code{psi}:}{\eqn{\psi()}{psi()} is the derivative of \eqn{\rho},
\eqn{\psi(x) = \frac{d}{dx} \rho(x)}{psi(x) = d/dx rho(x)};
also of class \code{"functionX"}.}
\item{\code{wgt}:}{The weight function \eqn{\psi(x)/x},
of class \code{"functionX"}.}
\item{\code{Dpsi}:}{the derivative of \eqn{\psi},
\eqn{Dpsi(x) = psi'(x)}; of class \code{"functionX"}.}
\item{\code{tDefs}:}{\emph{named} numeric vector of \bold{t}uning
parameter \bold{Def}ault values.}
%%% FIXME : Replace these by *methods*
\item{\code{Erho}:}{Object of class \code{"functionXal"} ~~ }
\item{\code{Epsi2}:}{Object of class \code{"functionXal"} ~~ }
\item{\code{EDpsi}:}{Object of class \code{"functionXal"} ~~ }
\item{\code{xtras}:}{Potentially further information.}
}
}
\section{Methods}{
No methods defined with class \code{"psi_func"} in the signature.
}
\author{Martin Maechler}
% \note{ ~~further notes~~ }
% ~Make other sections like Warning with \section{Warning }{....} ~
\seealso{
\code{\link{psiFunc}}.
}
\examples{
str(huberPsi, give.attr = FALSE)
}
\keyword{classes}
\keyword{robust}
|
