xweights {epmrob} | R Documentation |
Robustness Weights
Description
Auxiliary function. Computation of the leverage weights based on robust Mahalanobis distance.
Usage
xweights(X, weight, clevel1)
Arguments
X |
matrix of explanatory variables. |
weight |
method used to calculated the weighting. |
clevel1 |
the critical level used for calculating the Mahalanobis distance. |
Value
Vector of weights.
Author(s)
Mikhail Zhelonkin, Andre Bik, Andrea Naghi
See Also
[Package epmrob version 0.1 Index]