OPTpsider computes derivative of psi function (second derivative of rho function) for optimal weight function
psider=OPTpsider(u,c)
example
Maronna, R.A., Martin D. and Yohai V.J. (2006), "Robust Statistics, Theory and Methods", Wiley, New York.
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OPTpsi |
OPTpsix |
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Functions |
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