rrr.cookD | R Documentation |
Compute Cook's distance for model diagnostics in rrr
estimation.
rrr.cookD(Y, X = NULL, nrank = 1, qr.tol = 1e-07)
Y |
response matrix |
X |
covariate matrix |
nrank |
model rank |
qr.tol |
tolerance |
a list containing diagnostics measures
Chen, K. Model diagnostics in reduced-rank estimation. Statistics and Its interface, 9, 469–484.
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