asm {asm}

Linear regression via antitonic score matching

Description

Performs linear regression with a data-driven convex loss function

Usage

asm(formula, data = NULL, ...)

Arguments

formula

regression formula

data

input data frame

...

additional arguments for asm.fit

Value

asm class object containing the following components:

betahat:

vector of estimated coefficients

std_errs:

vector of standard errors of the estimated coefficients

fitted.values:

fitted values

residuals:

residuals

zvals:

z-values

sig_vals:

p-values

info_asm:

antitonic information

I_mat:

estimated antitonic information matrix

Cov_mat:

covariance matrix of the estimated coefficients

psi:

estimated antitonic score function

Examples

asm(mpg ~ cyl + hp + disp, data=mtcars)