roblm.bim: Bounded Influence Generalized M-Estimator with Huber's psi...
In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities
Description
Usage
Arguments
Value
View source: R/robustregression.R
Description
This uses Huber's psi to estimate a robust least squares fit, while at the same time
using Schweppe weights to downweight leverage points in the design matrix. The algorithm is initialized
using Pena-Yohai initial S-estimates.
Usage
1
Arguments
formula
model formula
data
data frame
k
tuning constant for outlier downweighting. defaults to 2*sqrt(p/n).
Value
a list
abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.
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Description Usage Arguments Value
View source: R/robustregression.R
Description
This uses Huber's psi to estimate a robust least squares fit, while at the same time using Schweppe weights to downweight leverage points in the design matrix. The algorithm is initialized using Pena-Yohai initial S-estimates.
Usage
1 |
Arguments
formula |
model formula |
data |
data frame |
k |
tuning constant for outlier downweighting. defaults to 2*sqrt(p/n). |
Value
a list
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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