LadR (version 1.0.6)

CookDistance: Calculate Cook Distance

Description

Calculate Cook Distance

Usage

CookDistance(y, X)

Arguments

y

A vector with response variables.

X

A matrix or vector with explanatory variables.

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. 10.1016/j.spl.2003.08.018.

Examples

# NOT RUN {
### Using stackloss data

CookDistance(stack.loss, stack.x)
# }