Please ignore my previous posting, in the meanwhile I have realised that I
did not look carefully enough how nlrob works (irls), although this is
pretty obvious from the code.
The only issue that remains is the case of zero weight for redescending M
estimators, in which case NaN's are produced. I think it would be better if
one could avoid the NaN's produced by dividing by zero when psi becomes
zero.
Something along the line of replacing
resid <- -residuals(out)/sqrt(w)
by
resid <- ifelse(w>0,-residuals(out)/sqrt(w),0);
There probably is a more elegant way to do this.
This would avoid that one has to use na.action=na.exclude for cases where
there are no NAs in the data set originally passed to nlrob (and the NAs
only occur 'internally' in the code of nlrob).
Hope I haven't missed something else this time...
Pascal Niklaus
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