This function computes a robust version of the R^2 coefficient of determination.
It is used internally by lmrobdetMM
,
and not meant to be used directly.
INVTR2(RR2, family, cc)
the proportional difference in loss functions (a naive robust R^2 coefficient).
family string specifying the name of the family of loss function to be used (current valid options are "bisquare", "optimal" and "modopt").
tuning parameters to be computed according to efficiency and / or breakdown considerations. See lmrobdet.control, bisquare, modopt and optimal.
An unbiased version of the robust R^2 coefficient of determination.
This function computes a robust version of the R^2 coefficient.
It is used internally by lmrobdetMM
,
and not meant to be used directly.