rzvalues: Robust sample variance

In nlr: Nonlinear Regression Modelling using Robust Methods

Description

Compute Robust Sample variance for dependent variable. For repeated response the sample Mead Absolute Deviance (MAD) of predictor compute over a cross section of predictor, for non repeated data sample variance of response computed by difference of residuals of consequetive values.

Usage

rzvalues(res, ni, xo)

Arguments

res	The data to compute variance for. In most of application it is residuals of fitt.
ni	vector of bumber of repeated data. It can be output from nonrepl function.
xo	Position of the repeated data in original vector.

Details

Typically it is used to compute the robust variance of residuals output from nonrepl function.

Value

vector of robust sample variance.

Note

This is robustified form of sample variance function zvalues.

Author(s)

Hossein Riazoshams, Jan 2010. Email: [e-mail] URL http://www.riazoshams.com/nlr/

References

Riazoshams, H. (2012), Robustifying the Least Squares estimate of parameters of variance model function in nonlinear regression with heteroscedastic variance, Poster Presentation, Royal Statistical Society Conference (RSS) 2012, Telford, UK.

Riazoshams H, Midi H, and Ghilagaber G, 2018,. Robust Nonlinear Regression, with Application using R, Joh Wiley and Sons.

See Also

zvalues

Examples

## The function is currently defined as
"rzvalues"

nlr documentation built on July 31, 2019, 5:09 p.m.