Rfit (version 0.09)

grad: Calculate the Gradiant of Jaekel's Dispersion Function

Description

Calculate the Gradiant of Jaekel's Dispersion Function

Usage

grad(x, y, beta, scores)

Arguments

x

n by p design matrix

y

n by 1 response vector

beta

p by 1 vector of regression coefficients

scores

an object of class scores

Value

• The gradiant evaluated at beta.

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.

Jureckova, J. (1971). Nonparametric estimate of regression coefficients. Annals of Mathematical Statistics, 42, 1328 - 1338.

Examples

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