| INVTR2 {RobStatTM} | R Documentation |
Robust R^2 coefficient of determination
Description
This function computes a robust version of the R^2 coefficient of determination.
It is used internally by lmrobdetMM,
and not meant to be used directly.
Usage
INVTR2(RR2, family, cc)
Arguments
RR2 |
the proportional difference in loss functions (a naive robust R^2 coefficient). |
family |
family string specifying the name of the family of loss function to be used (current valid options are "bisquare", "opt" and "mopt"). |
cc |
tuning parameters to be computed according to efficiency and / or breakdown considerations. See lmrobdet.control, bisquare, mopt and opt. |
Details
This function computes a robust version of the R^2 coefficient.
It is used internally by lmrobdetMM,
and not meant to be used directly.
Value
An unbiased version of the robust R^2 coefficient of determination.
Author(s)
Victor Yohai, victoryohai@gmail.com
References
http://www.wiley.com/go/maronna/robust