[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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