getScale | R Documentation |
Extract the robust scale estimate of the residuals from a robust regression model.
getScale(x, ...)
## S3 method for class 'seqModel'
getScale(x, s = NA, ...)
## S3 method for class 'sparseLTS'
getScale(x, s = NA, fit = c("reweighted", "raw", "both"), ...)
x |
the model fit from which to extract the robust residual scale estimate. |
... |
additional arguments to be passed down to methods. |
s |
for the |
fit |
a character string specifying from which fit to extract the
robust residual scale estimate. Possible values are |
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
data("coleman")
fit <- lmrob(Y ~ ., data=coleman)
getScale(fit)
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