[RsR] How to evaluate psi(t) from a lmrob object
Olivier Renaud
O||v|er@Ren@ud @end|ng |rom un|ge@ch
Sat Jan 19 16:09:50 CET 2013
Dear list members,
This might be an easy question... or not.
Suppose I have a lmrob object (resulting from a call to lmrob() ), say
my.lrob, for which the last step is an M-estimator, e.g.
my.lrob = lmrob(Loss ~ ., data=stack.dat,
control=lmrob.control(psi='bisquare'))
I would like to evaluate psi(t) at several t of the M-estimator (with
its set of constants) that has been used to fit this object, based on
my.lrob or my.lrob$control. Ideally I'm looking for a function that
would be something like
psifunction (seq(-2,2,,100), my.lrob$control)
I would like this function to work for any possible psi that is
implemented in lmrob. I've looked into lmrob.psifun and the Class of
"Psi Functions" but was not successful.
Thanks !
Olivier
--
Prof. Olivier Renaud http://www.unige.ch/fapse/mad/
Methodology & Data Analysis - Psychology Dept - University of Geneva
UniMail, Office 4138 - 40, Bd du Pont d'Arve - CH-1211 Geneva 4
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