residuals.PLR: Residuals for the penalized Lorenz regression
Description
residuals provides residuals for an object of class "PLR".
Usage
# S3 method for PLR
residuals(object, pars.idx = "BIC", ...)
Value
A vector of residuals.
Arguments
object
An object of class "PLR".
pars.idx
What grid and penalty parameters should be used for parameter selection. Either a character string specifying the selection method, where the possible values are:
"BIC" (default) - Always available.
"Boot" - Available if object inherits from "PLR_boot".
"CV" - Available if object inherits from "PLR_cv".
Or a numeric vector of length 2, where the first element is the index of the grid parameter and the second is the index of the penalty parameter.
...
Additional arguments passed to the function Rearrangement.estimation.
Details
Computing residuals entail to estimate the link function of the single-index model. This is done via the function Rearrangement.estimation.