algo_leverage: Weighted leveraging Regression

In sdeng24/statscomputing:

Description

Weighted leveraging Regression

Usage

algo_leverage(y, x, r, method)

Arguments

y	response variable
x	input matrix, of dimension nobs x nvars; each row is an observation vector
r	number of subsamples
method	"weighted" or "unif"

Value

a fitted linear regression

Examples

n=500
x<-rt(500,df=6)
noise<-rnorm(500)
y<--x+noise
algo_leverage(y,x,r=100,method="weighted")

sdeng24/statscomputing documentation built on June 5, 2019, 11:08 p.m.