summary.regL1 {diagL1}

Summary methods for L1 Regression

Description

Returns a summary list for a L1 regression fit. A null value will be returned if printing is invoked.

Usage

## S3 method for class 'regL1'
summary(
  object,
  se = NULL,
  covariance = FALSE,
  hs = TRUE,
  U = NULL,
  gamma = 0.7,
  ...
)

Arguments

object

Object returned from regL1 representing the fit of the L1 model.

se

specifies the method used to compute standard standard errors. There are currently seven available methods: "rank", "iid", "nid", "ker", "boot", "BLB", "conquer" and "extreme".

covariance

logical flag to indicate whether the full covariance matrix of the estimated parameters should be returned.

hs

Use Hall Sheather bandwidth for sparsity estimation If false revert to Bofinger bandwidth.

U

Resampling indices or gradient evaluations used for bootstrap, see summary.rq and boot.rq for more details.

gamma

parameter controlling the effective sample size of the'bag of little bootstrap samples that will be b = n^gamma where n is the sample size of the original model.

...

Optional arguments. See summary.rq for more details.

Value

No return value, called for side effects.

See Also

regL1 for fitting linear L1 models. summary.rq summary methods for Quantile Regression.