plotLSandRobustSFM {PCRA}

Robust and Least Square Single Factor Model (SFM) Fits

Description

Plot of Least squares and robust single factor model (SFM) fits, with outliers identified, and legend containing slope and intercept coefficient estimates with standard errors in parentheses.

Usage

plotLSandRobustSFM(
  x,
  family = "mopt",
  efficiency = 0.95,
  mainText = NULL,
  ylimits = NULL,
  legendPos = "topleft",
  makePct = FALSE
)

Arguments

x

A univariate xts object.

family

Robust loss function choice with default mopt

efficiency

Estimator Normal distribution efficiency, default 0.95

mainText

Main title, if any.

ylimits

Vertical axis limits.

legendPos

Legend position.

makePct

Logical variable with default FALSE

Details

The robust fit is computed using the lmrobdetMM() function in the R package RobStatTM. For other choices of efficiency and family see the RobStatTM package help(lmrobdetMM)

Value

No value returned, instead plot with straight line fits and legend is displayed

Examples

args(plotLSandRobustSFM)