File:Mest weightfunc.jpg

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Description
English: Weight functions for different M estimators. The parameter are choosen after the default values in SPSS.
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Source Own work
Author Sigbert Klinke

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Public domain I, the copyright holder of this work, release this work into the public domain. This applies worldwide.
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z <- (-1000:1000)/100
# Hubert k
k  <- 1.339
wh <- 1*(abs(z)<=k)+
      k*sign(z)/z*(abs(z)>k)

# Hampel
a   <- 1.7
b   <- 3.4
c   <- 8.5
wha <- 1*(abs(z)<=a)+
       a*sign(z)/z*((abs(z)>a) & (abs(z)<=b))+

       a*(c-abs(z))/(c-b)*sign(z)/z*((abs(z)>b) & (abs(z)<=c))
# Andrews wave
a   <- 1.34*pi
wav <- a/(pi*z)*sin(pi*z/a)*(abs(z)<=a)

# Tukey's biweight
a   <- 4.685
wtb <- (1-z^2/a^2)*(1-z^2/a^2)*(abs(z)<=a)

plot(z, wh, type="l", main="Hubert (k=1.339)")
plot(z, wha, type="l", main="Hampel (a=1.7, b=3.4, c=8.5)")
plot(z, wav, type="l", main="Andrews wave (a=1.34*pi)")
plot(z, wtb, type="l", main="Tukey's biweight (a=4.685)")
 
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current08:14, 20 November 2008Thumbnail for version as of 08:14, 20 November 20082,400 × 600 (64 KB)Sigbert (talk | contribs){{Information |Description={{en|1=Weight functions for different M estimators. The parameter are choosen after the defalt values in SPSS. }} |Source=Created by myself |Author=Sigbert Klinke |Date=19 Nov 2008 |Permission= |other_versions= }} <!--{{ImageUp

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