Description Usage Arguments Details Value References
Robust final prediction error for a linear model
1 |
x |
A robust linear model, fit by |
scale |
The value of the scale to use. If |
The definition of robust final prediction error is given in Section 5.12
of Maronna et al. The function is generic, but so far only methods for objects
fit by lmr
, lmrob
, lmRob
and for a list of such
models have been implemented. Only bisquare
weight functions are considered. Note that the purpose of RFPE
is to compare models – for a single model, it's not very meaningful.
To allow a valid comparison, the calculation must use the same scale
estimate, usually the one taken from the largest model. For this reason,
no default scale argument is provided, forcing the user to specify a value.
A number representing the robust final prediction error or, if x
is a list, a data.frame
giving the final prediction error and other
details.
Maronna, R. A, Martin, R. D and Yohai, V. J. (2006) Robust Statistics: Theory and Methods, Wiley
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