lmrob.MM {robustbase} | R Documentation |
This function performs RWLS iterations to find an MM-regression estimator
lmrob.MM(x, y, beta.initial, scale, control)
x |
design matrix (n x p) typically including a
column of 1 s for the intercept. |
y |
numeric response vector (of length n). |
beta.initial |
numeric vector (of length p) of initial estimate. Usually the result of an S-regression estimator. |
scale |
A robust residual scale estimate. Usually an S-scale estimator. |
control |
A list of control parameters as returned
by lmrob.control . |
This function is used by lmrob.fit.MM
and not intended
to be used on its own.
A list with the following elements:
coef |
The MM-regression estimator |
cov |
The covariance matrix of the MM-regression estimator |
control |
The control list used |
scale |
The residual scale estimate |
seed |
The random number generator seed |
converged |
TRUE if the RWLS iterations converged,
FALSE otherwise |
Matias Salibian-Barrera
Yohai, 1987