rstandard.zlm {complexlm} | R Documentation |
Standardized Residuals from Ordinary or Robust Linear fits with Complex Variables
Description
Generates a vector of residuals from the given complex linear model that are normalized to have unit variance. Similar to stats::rstandard, which this function calls if given numeric input.
Usage
## S3 method for class 'zlm'
rstandard(model, lever = zhatvalues(model), ...)
Arguments
model |
An object of class "zlm", "rzlm", "lm", or "rlm". Can be complex or numeric. |
lever |
A list of leverage scores with the same length as |
... |
Other parameters. Only used if |
Details
The standardized residuals are calculated as,
r' = r / ( s \sqrt{1 - lever} )
Where r
is the residual vector and s
is the residual standard error for "zlm" objects
or the robust scale estimate for "rzlm" objects.
Value
A complex vector of length equal to that of the residuals of model
. Numeric for numeric input.
Note
This is a much simpler function than stats::rstandard. It cannot perform leave-one-out cross validation residuals, or anything else not mentioned here.
See Also
stats::rstandard, stats::rstandard.lm,
Examples
set.seed(4242)
n <- 8
slop <- complex(real = 4.23, imaginary = 2.323)
interc <- complex(real = 1.4, imaginary = 1.804)
e <- complex(real=rnorm(n)/6, imaginary=rnorm(n)/6)
xx <- complex(real= rnorm(n), imaginary= rnorm(n))
tframe <- data.frame(x = xx, y= slop*xx + interc + e)
fit <- lm(y ~ x, data = tframe, weights = rep(1,n))
rstandard(fit)