estfun.gpls: Extract Empirical Estimating Functions

In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

Description

Generic function for extracting the empirical estimating functions of a fitted model.

Usage

## S3 method for class 'gpls'
estfun(x, ...)

Arguments

x	a fitted model object.
...	arguments passed to methods.

Value

A matrix containing the empirical estimating functions. Typically, this should be an n x k matrix corresponding to n observations and k parameters. The columns should be named as in coef or terms, respectively. The estimating function (or score function) for a model is the derivative of the objective function with respect to the parameter vector. The empirical estimating functions is the evaluation of the estimating function at the observed data (n observations) and the estimated parameters (of dimension k).

abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.