gausscov (version 0.1.4)

frpval: 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

frpval(y,x,ind,cn=1,cnr=c(1,3,5),sg=0,q=-1,scale=T,inr=T,xinr=F,red=F)

Arguments

y

Dependent variable

x

Covariates

ind

The subset of covariates for which the results are required

cn

Tuning constant for Huber's psi-function

cnr

Tuning constants for Hampel's three part redescending psi function

sg

Scale. If 0 the MAD is used

q

The number of covariates available. If q=-1 the covariates are used.

scale

Logical. If TRUE scale sg recalculated

inr

Logical, TRUE to include intercept

xinr

Logical TRUE if x already has intercept

red

Logical If TRUE Hampel's three part redescending psi function

Value

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

res Residuals

sg Scale

rho Sums of rho, psi and psi1 functions.

Examples

# NOT RUN {
data(boston)
a<-frpval(boston[,14],boston[,1:13],1:6)
# }