RKpsider

RKpsider computes derivative of psi function (second derivative of rho function) for Rocke (translated Tukey's) biweight

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Syntax

Description

example

psiderRK =RKpsider(u, c, M) Plot of psider function.

Examples

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  • Plot of psider function.

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% Find the values of c and M given bdp=0.4 and v=5 for ARP=0.01
x=0:0.01:5;
bdp=0.4;
v=5;
ARP=0.01;
[c,M]=RKbdp(bdp,v,ARP);
psiderRK=RKpsider(x,c,M);
% psiderRK=psiderRK/max(psiderRK);
plot(x,psiderRK,'LineWidth',2)
xlabel('$u$','Interpreter','Latex')
ylabel('$\psi'' (u,c,M)$','Interpreter','Latex')
title('$\psi'' (u,c,M)$','Interpreter','Latex')
hold('on')
stem(M,1,'LineStyle',':','LineWidth',1)
text(M,0,'M')
stem(M+c,0,'LineStyle',':','LineWidth',1)
text(M+c,0,'M+c')
    Click here for the graphical output of this example (link to Ro.S.A. website).

    Related Examples

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  • Compare Rocke psider function for 3 different values of bdp.

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x=0:0.01:6;
% Number of variables v is fixed to 5
v=5;
% ARP is fixed to 0.01
ARP=0.01;
lwd=2;
hold('on')
% Use bdp=0.3
bdp=0.3;
[c,M]=RKbdp(bdp,v,ARP);
psiderRK030=RKpsider(x,c,M);
plot(x,psiderRK030,'LineStyle','-','LineWidth',lwd)
% Use bdp=0.4
bdp=0.4;
[c,M]=RKbdp(bdp,v,ARP);
psiderRK040=RKpsider(x,c,M);
plot(x,psiderRK040,'LineStyle','-.','LineWidth',lwd)
% Use bdp=0.5
bdp=0.5;
[c,M]=RKbdp(bdp,v,ARP);
psiderRK050=RKpsider(x,c,M);
plot(x,psiderRK050,'LineStyle','--','LineWidth',lwd)
xlabel('$x$','Interpreter','Latex','FontSize',16)
ylabel('RK. Normalized $\psi''(x,c,M)$','Interpreter','Latex','FontSize',20)
legend({'$bdp=0.3$', '$bdp=0.4$' '$bdp=0.5$'},'Interpreter','Latex','Location','SouthEast','FontSize',16)
    Click here for the graphical output of this example (link to Ro.S.A. website)

    Input Arguments

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    u — scaled residuals or Mahalanobis distances. Vector.

    n x 1 vector containing residuals or Mahalanobis distances for the n units of the sample

    Data Types: single| double

    c — tuning parameter. Scalar.

    Non negative scalar which (together with the other optional parameter M) controls the robustness/efficiency of the estimator (beta in regression or mu in the location case ...).

    Data Types: single| double

    M — tuning parameter. Scalar.

    Scalar greater than 0 which (together with the other optional parameter c) controls the robustness/efficiency of the estimator (beta in regression or mu in the location case ...).

    Data Types: single| double

    Output Arguments

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    psiderRK —Rocke psi (translated Tukey's biweight) associated to the residuals or Mahalanobis distances for the n units of the sample. n -by- 1 vector

    More About

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    Additional Details

    function RKpsider transforms vector u as follows: \[ RKpsider(u)= \left\{ \begin{array}{cc} 1 & 1 \leq u \leq M \\ \left(1-\left( \frac{u-M}{c} \right)^2 \right)\left(1-\left( \frac{u-M}{c} \right)^2 -4u \frac{u-M}{c^2} \right) & M \leq u \leq M+c \\ 0 & u > M+c \\ \end{array} \right. \]

    References

    Maronna, R.A., Martin D. and Yohai V.J. (2006), "Robust Statistics, Theory and Methods", Wiley, New York.

    Rocke D.M. (1996), Robustness properties of S-estimators of multivariate location and shape in high dimension, "The Annals of Statistics", Vol. 24, pp. 1327-1345.

    See Also

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