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LorenzRegression (version 2.2.0)

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.

See Also

Lorenz.Reg, Rearrangement.estimation

Examples

Run this code
## For examples see example(Lorenz.Reg), example(Lorenz.boot) and example(PLR.CV)

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