Extract the robust scale estimate of the residuals from a robust regression model.
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x |
the model fit from which to extract the robust residual scale estimate. |
s |
for the |
fit |
a character string specifying from which fit to extract the
robust residual scale estimate. Possible values are |
... |
additional arguments to be passed down to methods. |
Methods are implemented for models of class "lmrob"
(see
lmrob
), "lts"
(see
ltsReg
), "rlm"
(see
rlm
), "seqModel"
(see rlars
) and
"sparseLTS"
(see sparseLTS
). The default method
computes the MAD of the residuals.
A numeric vector or matrix giving the robust residual scale estimates for the requested model fits.
Andreas Alfons
AIC
, lmrob
,
ltsReg
, rlm
,
rlars
, sparseLTS
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Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
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