DCML | R Documentation |
This function computes the DCML regression estimator. This function is used
internally by lmrobdetDCML
, and not meant to be used
directly.
DCML(x, y, z, z0, control)
x |
design matrix |
y |
response vector |
z |
robust fit as returned by |
z0 |
least squares fit as returned by |
control |
a list of control parameters as returned by |
a list with the following components
coefficients |
the vector of regression coefficients |
cov |
the estimated covariance matrix of the DCML regression estimator |
residuals |
the vector of regression residuals from the DCML fit |
scale |
a robust residual (M-)scale estimate |
t0 |
the mixing proportion between the least squares and robust regression estimators |
Victor Yohai, victoryohai@gmail.com, Matias Salibian-Barrera, matias@stat.ubc.ca
http://www.wiley.com/go/maronna/robust
DCML
, MMPY
, SMPY
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