Following user603's advice, I opened a new question thread for this question.
For your reference, the original question is here:
My question is:
How does "rlm" decide its "w" for each IRLS iteration then?
Also, is my understanding below correct?
The input argument "w" is used for the initial values of the rlm IRLS weighting and the output value "w" is the converged "w".
The "weights" input argument is actually what I want to apply.
And the real/actual weights are the product of "weights"(I supplied) and the converged output "w" (an output).
Thanks to all.