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lmRob.fit

Robust Fitter Functions for Linear Models


Description

These are the basic computing engines called by lmRob used to robustly fit linear models. These functions are not intended to be used directly.

Usage

lmRob.fit(x, y, x1.idx = NULL, nrep = NULL, robust.control = NULL, ...)

lmRob.wfit(x, y, w, x1.idx = NULL, nrep = NULL, robust.control = NULL, ...)

Arguments

x

a numeric matrix containing the design matrix.

y

a numeric vector containing the linear model response.

w

a numeric vector containing the weights.

x1.idx

a numeric vector containing the indices of columns of the design matrix arising from the coding of factor variables.

nrep

the number of random subsamples to be drawn. If "Exhaustive" resampling is being used, the value of nrep is ignored.

robust.control

a list of control parameters to be used in the numerical algorithms. See lmRob.control for the possible control parameters and their default settings.

...

additional arguments.


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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