This function computes MM-regression estimator using Pen~a-Yohai
candidates for the initial S-estimator. This function is used
internally by lmrobdetMM
, and not meant to be used
directly.
MMPY(X, y, control, mf)
design matrix
response vector
a list of control parameters as returned by lmrobdet.control
model frame
an lmrob
object witht the M-estimator
obtained starting from the S-estimator computed with the
Pen~a-Yohai initial candidates. The properties of the final
estimator (efficiency, etc.) are determined by the tuning constants in
the argument control
.