gausscov (version 0.1.1)

frrg: Robust regression using Huber's psi-function or Hampel's redescending psi-function without P-values

Description

Robust regression using Huber's psi-function or Hampel's redescending psi-function without P-values

Usage

frrg(y,x,cn=1,cnr=c(1,2,4),sg=0,scale=T,inr=T,xinr=F,red=F)

Arguments

y

Dependent variable

x

Covariates

cn

Tuning parameter for Huber's psi-function

cnr

Tuning constants for Hampel's three part redescending psi function

sg

Scale

scale

Logical, if TRUE calculates sg simultaneously, otherwise keeps initial sg

inr

Logical if TRUE to include intercept

xinr

Logical if TRUE intercept already included

red

Logical If TRUE Hampel's three part redescending psi function

Value

beta Regression coefficients

res Residuals

sg Scale

rho Sums of rho, psi and psi1 functions.

Examples

# NOT RUN {
data(boston)
a<-frrg(boston[,14],boston[,1:13])
# }