HUpsi computes psi function (derivative of rho function) for Huber
psi=HUpsi(u,c)
example
Maronna, R.A., Martin D. and Yohai V.J. (2006), "Robust Statistics, Theory and Methods", Wiley, New York.
Riani, M., Cerioli, A. and Torti, F. (2014), On consistency factors and efficiency of robust S-estimators, "TEST", Vol. 23, pp. 356-387.
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HUeff |
HUpsider |
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Functions |
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