CookDistance {diagL1} | R Documentation |
Calculate Cook Distance
Description
Calculate Cook Distance
Usage
CookDistance(model)
Arguments
model |
Object returned from regL1 representing the fit of the L1 model. |
Value
Cook Distance |
A vector with Cook Distance for each observation. |
.
References
Sun, R.-B. and Wei, B.-C. (2004). On influence assessment for lad regression. Statistics & Probability Letters, 67, 97-110. doi:10.1016/j.spl.2003.08.018.
Examples
set.seed(123)
x = matrix(rnorm(100), ncol = 2)
y = x[, 1] + x[, 2] + rlaplace(50, 0, 5)
# Fits a linear regression L1 model
mod1 = regL1(y ~ x)
CookDistance(mod1)
[Package diagL1 version 1.0.0 Index]