Learn R Programming

onls (version 0.2)

deviance_o: Deviance of the orthogonal residuals

Description

Returns the deviance (residual sum of squares) \(\sum_{i=1}^n \hat d_i^2\) of the fitted, precision-weighted orthogonal distances from the fitted onls model -- the same quantity that onls itself minimizes. See 'Details' for what \(\hat d_i\) represents in general; a single-predictor, unweighted fit is a special case where this reduces to plain squared Euclidean distance.

Usage

deviance_o(object)

Value

The deviance of the fitted orthogonal (precision-weighted) distances.

Arguments

object

an object returned from onls.

Author

Andrej-Nikolai Spiess

Details

\(\hat d_i\) is the fitted, precision-weighted orthogonal distance of observation \(i\) (see 'Details' in onls for its full definition and the construction of \(Qyy_i\), \(Qx_i\) from weights, sigma_x, and sigma_y); it reduces to plain Euclidean distance only for a single-predictor, unweighted fit. deviance_o returns \(\sum_{i=1}^n \hat d_i^2\), numerically identical to sum(residuals_o(object)^2) and to the value onls itself minimized (object$objective).

Examples

Run this code
## See 'onls'.

Run the code above in your browser using DataLab