taufuncs.gs | R Documentation |
These are internal functions used for calculating the scale parameter tau necessary for estimating the standard errors of coefficients for rank-regression.
tauhat.gs(mids, counts, scores, bw = bw.nrd(mids))
mids |
vector. mid points of the interval |
counts |
vector. number of residuals in each bin |
scores |
vector. which scores were used |
bw |
bandwidth estimator. default is rule of thumb by Scott (1992). |
Uses rule of thumb estimator in bw.nrd
for speed. Other estimators may be used if speed is less of a factor. The default seems to work well based on simulations for large samples.
John Kloke, Joesph McKean, John Kapenga Maintainer: John Kloke <johndkloke@gmail.com>
Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.