mmregeda.object: Description of 'mmregeda' Objects

mmregeda.objectR Documentation

Description of mmregeda Objects

Description

An object of class mmregeda.object holds information about the result of a call to fsreg when method="MM" and monitoring=TRUE.

Value

The object itself is basically a list with the following components:

auxscale

scalar, S estimate of the scale (or supplied external estimate of scale, if option InitialEst is not empty).

Beta

p x length(eff) matrix containing MM estimate of regression coefficients for each value of eff.

RES

n x length(eff) matrix containing the monitoring of scaled residuals for each value of eff.

Weights

n x length(eff) matrix containing the estimates of the weights for each value of eff

Outliers

Boolean matrix containing the list of the units declared as outliers for each value of eff using confidence level specified in input scalar conflev.

conflev

Confidence level which is used to declare units as outliers. Remark: conflev will be used to draw the horizontal line (confidence band) in the plot.

Ssingsub

Number of subsets wihtout full rank. Notice that Notice that singsub > 0.1*(number of subsamples) produces a warning

rhofunc

string identifying the rho function which has been used.

rhofuncparam

vector which contains the additional parameters for the specified rho function which have been used. For hyperbolic rho function the value of k =sup CVC. For Hampel rho function the parameters a, b and c.

eff

vector containing the value of eff which have been used.

X

the data matrix X

y

the response vector y

The object has class "mmregeda".

Examples

## Not run: 
    data(hbk, package="robustbase")
    (out <- fsreg(Y~., data=hbk, method="MM", monitoring=TRUE))
    class(out)
    summary(out)

## End(Not run)

fsdaR documentation built on March 31, 2023, 8:18 p.m.