gausscov (version 0.1.1)

frrgp: Robust regression using Huber's psi-function or Hampel's three part redescending psi-function providing P-values

Description

Robust regression using Huber's psi-function or Hampel's three part redescending psi-function providing P-values

Usage

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

Arguments

y

Dependent variable

x

Covariates

cn

Tuning constant for Huber's psi-function

cnr

Thuning constants for Hampel's three part redescending psi function

sg

Scale

q

The number of covariates available

ind

The subset of covariates for which the results are required

scale

Logical. If TRUE sclae sg recaculted

inr

Logical, TRUE to include intercept

xinr

Logical TRUE if x already includes intercept

red

Logical It true Hampel's three part redescending psi function

Value

ppi In order the subset ind, the regression coefficients, the P-values, the standard P-values

res Residuals

sig Scale

rho Sums of rho, psi and psi1 functions.

Examples

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