taufuncs: Internal Functions for Estimating tau

Description

These are internal functions used for calculating the scale parameter tau necessary for estimating the standard errors of coefficients for rank-regression.

Usage

hstarready2(ehat,phi,phipr,param=c(0))
hstar(abdord, wtord, const, n, y) 
looptau(delta, abdord, wtord, const, n, param = c(0))
pairup(x,type="less")

Arguments

ehat

Full model residals

phi

Score function used

phipr

Phi Prime

param

Joe's param

delta

Ask Joe

abdord

Ask Joe

wtord

Ask Joe

const

Ask Joe

type

Ask Joe

References

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

Koul, H.L., Sievers, G.L., and McKean, J.W. (1987) An esimator of the scale parameter for the rank analysis of linear models under general score functions, Scandinavian Journal of Statistics, 14, 131-141.

Description

Usage

Arguments

References

See Also