roblm.S {roblm} | R Documentation |
This function computes the S-regression estimator
roblm.S(x, y, control)
x |
Design matrix |
y |
Response vector |
control |
list as retruned by roblm.control |
This function is used by roblm.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
Rousseeuw, P.J. and Yohai, V.J. (1984) Robust regression by means of S-estimators, In Robust and Nonlinear Time Series, J. Franke, W. H"ardle and R. D. Martin (eds.). Lectures Notes in Statistics 26, 256-272, Springer Verlag, New York.
Salibian-Barrera, M. and Yohai, V.J. (2006) A fast algorithm for S-regression estimates, Journal of Computational and Graphical Statistics, in press.