lmrobdetMM.RFPE {RobStatTM} | R Documentation |
Robust Final Prediction Error
Description
This function computes the robust Final Prediction Errors (RFPE) for a robust regression fit using M-estimates.
Usage
lmrobdetMM.RFPE(object, scale = NULL, bothVals = FALSE)
Arguments
object |
an object of class |
scale |
a numeric value specifying the scale estimate used to compute the RFPE. Usually this
should be the scale estimate from an encompassing model. If |
bothVals |
a logical value: if |
Value
If the argument bothVals
is FALSE
, the robust final prediction error (numeric). Otherwise,
the two terms of the RFPE expression in equation (5.39), Section 5.6.2 of Maronna
et al. (2019), http://www.wiley.com/go/maronna/robust, are returned separately
in a list with components named minRhoMM.C
and penaltyRFPE
Author(s)
Victor Yohai, victoryohai@gmail.com, Matias Salibian-Barrera, matias@stat.ubc.ca
References
http://www.wiley.com/go/maronna/robust
See Also
Examples
data(coleman, package='robustbase')
m2 <- lmrobdetMM(Y ~ ., data=coleman)
lmrobdetMM.RFPE(m2)