- beta
p-by-1 vector containing the estimated regression parameters (in step n-k).
- scale
scalar containing the estimate of the scale (sigma).
- bs
p x 1 vector containing the units forming best subset associated with S estimate of regression coefficient.
- residuals
residuals.
- fittedvalues
fitted values.
- outliers
kx1 vector containing the list of the k units declared as outliers or NULL if the sample is homogeneous.
- conflev
Confidence level which is used to declare units as outliers.
Usually conflev=0.95, 0.975, 0.99
(individual alpha) or
conflev=1-0.05/n, 1-0.025/n, 1-0.01/n
(simultaneous alpha).
Default value is 0.975
- singsub
Number of subsets wihtout full rank. Notice that
singsub > 0.1*(number of subsamples)
produces a warning
- weights
n x 1 vector containing the estimates of the weights
- rhofunc
Specifies the rho function which has been used to weight
the residuals.
- rhofuncparam
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.
- X
the data matrix X
- y
the response vector y