Rfit (version 0.09)

disp: Jaeckel's Dispersion Function

Description

Returns the value of Jaeckel's dispersion function for given values of the regression coefficents.

Usage

disp(beta, x, y, scores)

Arguments

beta

p by 1 vector of regression coefficents

x

n by p design matrix

y

n by 1 response vector

scores

an object of class scores

References

Hettmansperger, T.P. and McKean J.W. (1998), Robust Nonparametric Statistical Methods, London: Arnold.

Jaeckel, L. A. (1972). Estimating regression coefficients by minimizing the dispersion of residuals. Annals of Mathematical Statistics, 43, 1449 - 1458.

See Also

summary.rfit

Examples

## The function is currently defined as
function (beta, x, y, scores) 
{
    x <- as.matrix(x)
    e <- y - x %*% beta
    r <- rank(e, ties.method = "first")/(length(e) + 1)
    scores@phi(r) %*% e
  }