[RsR] Huber rho function evaluation

[Eva Cantoni]

Dear all,

I would like to use the function Mpsi() to compute Huber's rho function 
(deriv=-1), but I consistently get "Inf" values (and even NaN). Am I 
missing something?

-----
 > Mpsi(seq(-5,5,by=0.1),psi="huber",cc=1.35,deriv=-1)
   [1] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf 
Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf 
Inf Inf Inf
  [38] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf NaN Inf Inf 
Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf 
Inf Inf Inf
  [75] Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf 
Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf Inf
----

Note that the Huber psi function evaluation (deriv=0) works well

 > Mpsi(seq(-5,5,by=0.1),psi="huber",cc=1.35,deriv=0)
   [1] -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 
-1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 
-1.35
  [25] -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 -1.35 
-1.35 -1.35 -1.30 -1.20 -1.10 -1.00 -0.90 -0.80 -0.70 -0.60 -0.50 -0.40 
-0.30
  [49] -0.20 -0.10  0.00  0.10  0.20  0.30  0.40  0.50 0.60  0.70  0.80  
0.90  1.00  1.10  1.20  1.30  1.35  1.35  1.35 1.35  1.35  1.35  1.35  1.35
  [73]  1.35  1.35  1.35  1.35  1.35  1.35  1.35  1.35 1.35  1.35  1.35  
1.35  1.35  1.35  1.35  1.35  1.35  1.35  1.35 1.35  1.35  1.35  1.35  1.35
  [97]  1.35  1.35  1.35  1.35  1.35

and also the rho evaluation for other choices of functions (e.g. Tukey's 
biweight)

 > Mpsi(seq(-5,5,by=0.1),psi="biweight",cc=1.35,deriv=-1)
   [1] 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 
0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 
0.303750000
  [13] 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 
0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 
0.303750000
  [25] 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 
0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 
0.303750000
  [37] 0.303750000 0.303633276 0.300941930 0.292219930 0.275829615 
0.251666667 0.220780758 0.185032340 0.146785551 0.108637255 0.073182210 
0.042814358
  [49] 0.019564254 0.004972615 0.000000000 0.004972615 0.019564254 
0.042814358 0.073182210 0.108637255 0.146785551 0.185032340 0.220780758 
0.251666667
  [61] 0.275829615 0.292219930 0.300941930 0.303633276 0.303750000 
0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 
0.303750000
  [73] 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 
0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 
0.303750000
  [85] 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 
0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000 
0.303750000
  [97] 0.303750000 0.303750000 0.303750000 0.303750000 0.303750000


Thank you for your help,
Eva

-- 
Prof. Eva Cantoni
Research Center for Statistics and
  Geneva School of Economics and Management
University of Geneva, Bd du Pont d'Arve 40, CH-1211 Genève 4
gsem.unige.ch/rcs/cantoni