statrobustwfun.m

function [eid,emsg,wfun,tune] = statrobustwfun(wfun,tune)
%STATROBUSTWFUN Get robust weighting function and tuning constant

% Copyright 2005-2007 The MathWorks, Inc.
% $Revision: 1.1.8.1 $    $Date: 2010/03/16 00:30:25 $

eid = '';
emsg = '';

% Convert name of weight function to a handle to a local function, and get
% the default value of the tuning parameter
t = [];
if ischar(wfun)
    switch(wfun)
        case 'andrews'
            wfun = @andrews;
            t = 1.339;
        case 'bisquare'
            wfun = @bisquare;
            t = 4.685;
        case 'cauchy'
            wfun = @cauchy;
            t= 2.385;
        case 'fair'
            wfun = @fair;
            t = 1.400;
        case 'huber'
            wfun = @huber;
            t = 1.345;
        case 'logistic'
            wfun = @logistic;
            t = 1.205;
        case 'ols'
            wfun = @ols;
            t = 1;
        case 'talwar'
            wfun = @talwar;
            t = 2.795;
        case 'welsch'
            wfun = @welsch;
            t = 2.985;
    end
end

% Use the default tuning parameter or check the supplied one
if isempty(tune)
    if isempty(t)
        eid = 'TooFewInputs';
        emsg = 'Missing tuning constant for weight function.';
        return
    end
    tune = t;
elseif (tune<=0)
    eid = 'BadTuningConstant';
    emsg = 'Tuning constant must be positive.';
end
     
% --------- weight functions

function w = andrews(r)
r = max(sqrt(eps(class(r))), abs(r));
w = (abs(r)<pi) .* sin(r) ./ r;

function w = bisquare(r)
w = (abs(r)<1) .* (1 - r.^2).^2;

function w = cauchy(r)
w = 1 ./ (1 + r.^2);

function w = fair(r)
w = 1 ./ (1 + abs(r));

function w = huber(r)
w = 1 ./ max(1, abs(r));

function w = logistic(r)
r = max(sqrt(eps(class(r))), abs(r));
w = tanh(r) ./ r;

function w = ols(r)
w = ones(size(r));

function w = talwar(r)
w = 1 * (abs(r)<1);

function w = welsch(r)
w = exp(-(r.^2));