spatmed.reg: Spatial median regression

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/regression_models.R

Description

Spatial median regression with Euclidean data.

Usage

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spatmed.reg(y, x, tol = 1e-07)

Arguments

y

A matrix with the response variable.

x

The predictor variable(s), they have to be continuous.

tol

The threshold upon which to stop the iterations of the Newton-Rapshon algorithm.

Details

The objective function is the minimization of the sum of the absolute residuals. It is the multivariate generalisation of the median regression.

Value

A list including:

iters

The number of iterations that were required.

be

The beta coefficients.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@uoc.gr>

References

Biman Chakraborty (2003) On multivariate quantile regression. Journal of Statistical Planning and Inference http://www.stat.nus.edu.sg/export/sites/dsap/research/documents/tr01_2000.pdf

See Also

spat.med, sscov, lmfit

Examples

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## Not run: 
x <- as.matrix(iris[, 3:4])
y <- as.matrix(iris[, 1:2])
mod1 <- spatmed.reg(y, x)

## End(Not run)

Rfast documentation built on Dec. 11, 2021, 9:59 a.m.