Function HUpsix transforms vector u as follows
\[
HUpsix(u)= \left\{
\begin{array}{cc}
u^2 & \mbox{if } |u/c| \leq 1 \\
c \times \mbox{sign}(u) u & |u/c|>1 \\
\end{array}
\right.
\]

See equation (2.38) p. 29 of Maronna et al. (2006)
Remark: Tukey's biweight psi-function is almost linear around u = 0 in accordance with
Winsor's principle that all distributions are normal in the middle.

This means that \psi (u)/u is approximately constant over the linear region of \psi,
so the points in that region tend to get equal weight.