MMPY | R Documentation |
This function computes MM-regression estimator using Pen~a-Yohai
candidates for the initial S-estimator. This function is used
internally by lmrobdetMM
, and not meant to be used
directly.
MMPY(X, y, control, mf)
X |
design matrix |
y |
response vector |
control |
a list of control parameters as returned by |
mf |
model frame |
an lmrob
object witht the M-estimator
obtained starting from the S-estimator computed with the
Pen~a-Yohai initial candidates. The properties of the final
estimator (efficiency, etc.) are determined by the tuning constants in
the argument control
.
Victor Yohai, victoryohai@gmail.com, Matias Salibian-Barrera, matias@stat.ubc.ca
http://www.wiley.com/go/maronna/robust
DCML
, MMPY
, SMPY
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