robdist.hbrfit: Robust distances. Internal function for hbrfit

In kloke/hbrfit: High breakdown rank-based (HBR) estimation for linear models

Robust distances. Internal function for hbrfit

Description

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.

Usage

 robdist.hbrfit(x) 

Arguments

x	n by p matrix. usually the design matrix.

Author(s)

Jeff Terpstra, Joe McKean, John Kloke

References

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).

kloke/hbrfit documentation built on Nov. 17, 2023, 2:33 p.m.