sregeda
ObjectsAn object of class sregeda.object
holds information about
the result of a call to fsreg
when method="S"
and
monitoring=TRUE
.
The object itself is basically a list
with the following
components:
matrix containing the S estimator of regression coefficients for each value of bdp.
vector containing the estimate of the scale (sigma) for each value of bdp. This is the value of the objective function.
p x 1 vector containing the units forming best subset associated with S estimate of regression coefficient.
n x length(bdp) matrix containing the monitoring
of scaled residuals for each value of bdp
.
n x length(bdp) matrix containing the estimates of the weights for each value of bdp
Boolean matrix containing the list of the units declared as outliers for each value of bdp using confidence level specified in input scalar conflev.
Confidence level which is used to declare units as outliers. Remark: conflev will be used to draw the horizontal line (confidence band) in the plot.
Number of subsets wihtout full rank. Notice that singsub[bdp[jj]] > 0.1*(number of subsamples) produces a warning
Specifies the rho function which has been used to weight the residuals.
Vector which contains the additional parameters for the specified rho function which has been used. For hyperbolic rho function the value of k =sup CVC. For Hampel rho function the parameters a, b and c.
the data matrix X
the response vector y
The object has class "sregeda".
# NOT RUN {
(out <- fsreg(Y~., data=hbk, method="S", monitoring=TRUE))
class(out)
summary(out)
# }
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