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lmRob.RFPE

Robust Final Prediction Errors

Description

Computes the robust Final Prediction Errors (FPE) for a robust regression fit using M-estimates.

Usage

lmRob.RFPE(object, scale = NULL)

Arguments

object

an lmRob object.
scale

a numeric value specifying the scale estimate used to compute the robust FPE. Usually this should be the scale estimate from an encompassing model. If NULL, the scale estimate in object is used.

Value

a single numeric value giving the robust final prediction error.

See Also

Examples

data(stack.dat)
stack.rob <- lmRob(Loss ~ ., data = stack.dat)
lmRob.RFPE(stack.rob)
robust

Port of the S+ "Robust Library"

v0.5-0.0
GPL-2
Authors
Jiahui Wang, Ruben Zamar <ruben@stat.ubc.ca>, Alfio Marazzi <Alfio.Marazzi@inst.hospvd.ch>, Victor Yohai <vyohai@dm.uba.ar>, Matias Salibian-Barrera <matias@stat.ubc.ca>, Ricardo Maronna <maron@mate.unlp.edu.ar>, Eric Zivot <ezivot@u.washington.edu>, David Rocke <dmrocke@ucdavis.edu>, Doug Martin, Martin Maechler <maechler@stat.math.ethz.ch>, Kjell Konis <kjell.konis@me.com>.
Initial release
2020-03-07

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