INVTR2: Robust R^2 coefficient of determination

In RobStatTM: Robust Statistics: Theory and Methods

Robust R^2 coefficient of determination

Description

This function computes a robust version of the R^2 coefficient of determination. It is used internally by lmrobdetMM, and not meant to be used directly.

Usage

INVTR2(RR2, family, cc)

Arguments

RR2	the proportional difference in loss functions (a naive robust R^2 coefficient).
family	family string specifying the name of the family of loss function to be used (current valid options are "bisquare", "opt" and "mopt").
cc	tuning parameters to be computed according to efficiency and / or breakdown considerations. See lmrobdet.control, bisquare, mopt and opt.

Details

This function computes a robust version of the R^2 coefficient. It is used internally by lmrobdetMM, and not meant to be used directly.

Value

An unbiased version of the robust R^2 coefficient of determination.

Author(s)

Victor Yohai, [e-mail]

References

http://www.wiley.com/go/maronna/robust

RobStatTM documentation built on Nov. 28, 2023, 1:11 a.m.