lmrob.fit.MM {robustbase}R Documentation

MM-regression estimators

Description

Fit function for MM-regression estimators

Usage

lmrob.fit.MM(x, y, control,
             init.S = lmrob.S(x = x, y = y, control = control))

Arguments

x design matrix (n x p) typically including a column of 1s for the intercept.
y numeric response vector (of length n).
control A list of control parameters as returned by lmrob.control.
init.S a list with components coef, scale, and cov specifying an initial S-estimate, such as resulting from lmrob.S(..).

Details

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

Value

A list that contains regression coefficient estimators and the robustly estimated error standard deviation

See Also

lmrob, lmrob.MM, lmrob.S


[Package robustbase version 0.2-7 Index]