robdist.hbrfit | R Documentation |
Returns the robust measures of distance used in the calculation of the weights. Based on a robust measure of Mahalanobis distance. Center and variance are estimated based on a high breakdown point Minimum Covariance Determinate estimate.
robdist.hbrfit(x)
x |
n by p matrix. usually the design matrix. |
Jeff Terpstra, Joe McKean, John Kloke
Chang, W. McKean, J.W., Naranjo, J.D., and Sheather, S.J. (1999), High breakdown rank-based regression, Journal of the American Statistical Association, 94, 205-219.
Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.
Terpstra, J. and McKean, J.W. (2005), Rank-based analyses of linear models using R, Journal of Statistical Software, 14(7).
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