nlr (version 0.1-3)

rzvalues: Robust sample variance

Description

Compute Robust Sample variance for dependent variable. For repeated response the sample Mead Absolute Deviance (MAD) of predictor compute over a cross section of predictor, for non repeated data sample variance of response computed by difference of residuals of consequetive values.

Usage

rzvalues(res, ni, xo)

Arguments

res

The data to compute variance for. In most of application it is residuals of fitt.

ni

vector of bumber of repeated data. It can be output from nonrepl function.

xo

Position of the repeated data in original vector.

Value

vector of robust sample variance.

Details

Typically it is used to compute the robust variance of residuals output from nonrepl function.

References

Riazoshams, H. (2012), Robustifying the Least Squares estimate of parameters of variance model function in nonlinear regression with heteroscedastic variance, Poster Presentation, Royal Statistical Society Conference (RSS) 2012, Telford, UK.

Riazoshams H, Midi H, and Ghilagaber G, 2018,. Robust Nonlinear Regression, with Application using R, Joh Wiley and Sons.

See Also

zvalues

Examples

# NOT RUN {
## The function is currently defined as
"rzvalues"
# }