https://github.com/cran/fields
Tip revision: 6769ffc81115fbf0bf7d9c566cf7ac81be0049dc authored by Doug Nychka on 25 July 2005, 00:00:00 UTC
version 3.04
version 3.04
Tip revision: 6769ffc
rcssr.f
double precision function rcssr(r,par)
c
c robust rho function:
c This is a peicewise polynomial with knots at -C , 0 and C
c the function is quadratic for -C<u<0 and 0<u<C
c the function is linear for u<-C and u>C
c rho is continuous for all u aqnd differentiable for all points
c except u=0 when a != 1/2
c
c
c rho(u) = 2*a*u - a*c for u>C
c a*u**2/C for 0<u< C
c (1-a)*u**2/C for -C<u<0
c 2*(1-a)*u - (1-a)*C for u< -C
c
c Note a= par(1), C= par(2)
implicit real*8 (a-h, o-z)
real*8 r, par(2),c,a
c= par(1)
if( r.gt.0 ) then
a=par(2)
else
a =(1-par(2))
r= -r
endif
if( r.le.c) then
rcssr= a*r*r/c
else
rcssr= 2*a*(r) - a*c
endif
return
end