lmrob.S {robustbase} | R Documentation |
This function computes an S-estimator for linear regression.
lmrob.S(x, y, control)
x |
design matrix |
y |
response vector |
control |
list as returned by lmrob.control |
This function is used by lmrob.fit.MM
and not
intended to be used on its own.
A list containing the following elements:
coef |
Vector of S-regression coefficient estimates |
cov |
Covariance matrix of the coefficient estimators |
control |
The control list as given to it |
scale |
The S-scale residual estimate |
seed |
The value of seed |
Matias Salibian-Barrera
lmrob
, also for references.