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.
SEE ALSO:
frob, opt.cv, opt.RCp, integrate.