lmrob.MM {robustbase}R Documentation

Function to compute MM-regression estimators

Description

This function performs RWLS iterations to find an MM-regression estimator

Usage

lmrob.MM(x, y, beta.initial, scale, control)

Arguments

x Design matrix
y Response vector
beta.initial Vector of initial estimators. Usually an S-regression estimator
scale A robust residual scale estimate. Usually an S-scale estimator.
control A list of control parameters as returned by lmrob.control

Details

This function is used by lmrob.fit.MM and not intended to be used on its own.

Value

A list with the following elements:

coef The MM-regression estimator
cov The covariance matrix of the MM-regression estimator
control The control list used
scale The residual scale estimate
seed The random number generator seed
converged TRUE if the RWLS iterations converged, FALSE otherwise

Author(s)

Matias Salibian-Barrera

References

Yohai, 1987


[Package robustbase version 0.1-5 Index]