e.psi

Auxiliary function for frob().

DESCRIPTION:

Auxiliary function for frob(), which computes the expectations terms (at the normal model) appearing in the formulation of an M-type smoothing spline and in the resistant criterion (RCV and RCp) for the selection of the smoothing parameter

USAGE:

e.psi(chuber=1.345)

REQUIRED ARGUMENTS:

chuber: the tuning constant of the Huber psi function.

VALUE:

The function returns the expectations (at the normal model). See Eva Cantoni and Elvezio Ronchetti, "Resistant Selection of the Smoothing Paramater for Smooting Splines", 2001, Statistics and Computing, 11, 141-146, for more details.

DETAILS:

The integrations are performed numerically via integrate().

REFERENCES:

Eva Cantoni and Elvezio Ronchetti, "Resistant Selection of the Smoothing Paramater for Smooting Splines", 2001, Statistics and Computing, 11, 141-146.