Utility functions for robust fitting

Functions used by sma when 'robust = TRUE'.

alpha.fun(r, k, q)

huber.M(data, q = pchisq(3, 2))

Arguments

r, k, q

Parameters. For huber.M, q=pchisq(k+1,k) gives the maximum breakdown point.

data

A numeric matrix, one observation per row.

See also

sma

Author

Warton, D. I. David.Warton@unsw.edu.au, S. Taskinen