lmrob.fit  R Documentation 
Compute MMtype estimators of regression: An Sestimator is used as starting value, and an Mestimator with fixed scale and redescending psifunction is used from there. Optionally a Dstep (Design Adaptive Scale estimate) as well as a second Mstep is calculated.
lmrob.fit(x, y, control, init = NULL, mf = NULL, bare.only = FALSE)
x 
design matrix ( 
y 
numeric response vector (of length 
control 
a list of control parameters as returned
by 
init 
optional 
mf 
defunct. 
bare.only 
logical indicating if the result should be

This function is the basic fitting function for MMtype estimation,
called by lmrob
and typically not to be used on its own.
If given, init
must be a list of initial estimates containing
at least the initial coefficients and scale as coefficients
and
scale
. Otherwise it calls lmrob.S(..)
and uses it
as initial estimator.
A list with components (some missing in case bare.only
is true)
fitted.values 

residuals 
the raw residuals, 
rweights 
robustness weights derived from the final Mestimator residuals (even when not converged). 
rank 

degree.freedom 

coefficients 
estimated regression coefficient vector 
scale 
the robustly estimated error standard deviation 
cov 
variancecovariance matrix of 
control 

iter 

converged 
logical indicating if the RWLS iterations have converged. 
init.S 
the whole initial Sestimator result, including its own

init 
A similar list that contains the results of intermediate estimates (not for MMestimates). 
Matias SalibianBarrera, Martin Maechler and Manuel Koller
lmrob
,
lmrob..M..fit
,
lmrob..D..fit
,
lmrob.S
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