lmrobdetMM.RFPE

the <code>MM</code> element (of class <code><a rd-options="" href="/link/lmrob?package=RobStatTM&version=1.0.2" data-mini-rdoc="RobStatTM::lmrob">lmrob</a></code>) in an object of class <code><a rd-options="" href="/link/lmrobdetMM?package=RobStatTM&version=1.0.2" data-mini-rdoc="RobStatTM::lmrobdetMM">lmrobdetMM</a></code>.

object

a numeric value specifying the scale estimate used to compute the RFPE. Usually this 
should be the scale estimate from an encompassing model. If <code>NULL</code>, the scale estimate in 
<code>object</code> is used.

scale

This function computes the robust Final Prediction Errors (RFPE) for a robust regression fit using M-estimates.
It is used internally by <code><a rd-options="" href="/link/step.lmrobdetMM?package=RobStatTM&version=1.0.2" data-mini-rdoc="RobStatTM::step.lmrobdetMM">step.lmrobdetMM</a></code> and not meant to be used
directly.

Companion package for the book: "Robust Statistics: Theory and Methods, second edition", <http://www.wiley.com/go/maronna/robust>. This package contains code that implements the robust estimators discussed in the recent second edition of the book above, as well as the scripts reproducing all the examples in the book.

Matias Salibian-Barrera

RobStatTM

Robust Statistics: Theory and Methods

Victor Yohai

Ricardo Maronna

Doug Martin

Gregory Brownson

Kjell Konis

Christophe Croux

Gentiane Haesbroeck

Martin Maechler

Manuel Koller

lmrobdetMM.RFPE function

the <code>MM</code> element (of class <code><a rd-options='' href='lmrob'>lmrob</a></code>) in an object of class <code><a rd-options='' href='lmrobdetMM'>lmrobdetMM</a></code>.

This function computes the robust Final Prediction Errors (RFPE) for a robust regression fit using M-estimates.
It is used internally by <code><a rd-options='' href='step.lmrobdetMM'>step.lmrobdetMM</a></code> and not meant to be used
directly.

lmrobdetMM.RFPE: Robust Final Prediction Error

Description

Usage

Arguments

Value

References

See Also