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robust_rs_core/theory/
influence.rs

1//! The influence function of an M-estimator of location.
2
3use super::variance::expect_psi_prime;
4use crate::rho::RhoFunction;
5
6/// Return the influence function `x ↦ ψ(x) / E_Φ[ψ']` as a closure.
7pub fn influence_function<'a>(
8    rho: &'a dyn RhoFunction,
9    quad_points: usize,
10) -> impl Fn(f64) -> f64 + 'a {
11    let c = expect_psi_prime(rho, quad_points);
12    move |x: f64| rho.psi(x) / c
13}