lmRob.fit

lmRob.wfit

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

robust

Methods for robust statistics, a state of the art in the early
2000s, notably for robust regression and robust multivariate analysis.

Valentin Todorov

Port of the S+ "Robust Library"

Jiahui Wang

Ruben Zamar

Alfio Marazzi

Victor Yohai

Matias Salibian-Barrera

Ricardo Maronna

Eric Zivot

David Rocke

Doug Martin

Martin Maechler

Kjell Konis

lmRob.fit function

<dl> <dt>x</dt>
<dd>a numeric matrix containing the design matrix.</dd>
 <dt>y</dt>
<dd>a numeric vector containing the linear model response.</dd>
 <dt>w</dt>
<dd>a numeric vector containing the weights.</dd>
 <dt>x1.idx</dt>
<dd>a numeric vector containing the indices of columns of the design matrix arising from the coding of factor variables.</dd>
 <dt>nrep</dt>
<dd>the number of random subsamples to be drawn. If <code>"Exhaustive"</code> resampling is being used, the value of <code>nrep</code> is ignored.</dd>
 <dt>robust.control</dt>
<dd>a list of control parameters to be used in the numerical algorithms. See <code>lmRob.control</code> for the possible control parameters and their default settings.</dd>
 <dt>...</dt>
<dd>additional arguments.</dd></dl>

Arguments

Robust Fitter Functions for Linear Models — lmRob.fit

<dl>

 <dt>x</dt>
<dd>a numeric matrix containing the design matrix.</dd>


 <dt>y</dt>
<dd>a numeric vector containing the linear model response.</dd>


 <dt>w</dt>
<dd>a numeric vector containing the weights.</dd>


 <dt>x1.idx</dt>
<dd>a numeric vector containing the indices of columns of the design matrix arising from the coding of factor variables.</dd>


 <dt>nrep</dt>
<dd>the number of random subsamples to be drawn. If <code>"Exhaustive"</code> resampling is being used, the value of <code>nrep</code> is ignored.</dd>


 <dt>robust.control</dt>
<dd>a list of control parameters to be used in the numerical algorithms. See <code>lmRob.control</code> for the possible control parameters and their default settings.</dd>


 <dt>...</dt>
<dd>additional arguments.</dd>

</dl>

Robust Fitter Functions for Linear Models

lmRob.fit: Robust Fitter Functions for Linear Models

Description

Usage

Arguments