lambda_ros {diagL1}

Function to calculate robust lambda estimator

Description

Function to compute a robust lambda estimator, which is based on the residuals order statistics.

Usage

lambda_ros(model)

Arguments

model

A linear model L1 fitted with the rq function from the quantreg package.

Value

Robust lambda estimator, which is based on the residuals order statistics.

Examples

data(stackloss)
model_L1 = regL1(stack.loss ~ stack.x)
lambda_ros(model_L1)