getScale: Extract the residual scale of a robust regression model
Description
Extract the robust scale estimate of the residuals from a
robust regression model.
Usage
getScale(x, ...)
## S3 method for class 'seqModel':
getScale(x, s = NA, ...)
## S3 method for class 'sparseLTS':
getScale(x, s = NA,
fit = c("reweighted", "raw", "both"), ...)
Arguments
x
the model fit from which to extract the robust
residual scale estimate.
s
for the "seqModel" method, an integer
vector giving the steps of the submodels for which to
extract the robust residual scale estimate (the default
is to use the optimal submodel). For the
"sparseLTS" method, an integer
fit
a character string specifying from which fit
to extract the robust residual scale estimate. Possible
values are "reweighted" (the default) for the
residual scale of the reweighted fit, "raw" for
the residual scale of the
...
additional arguments to be passed down to
methods.
Value
A numeric vector or matrix giving the robust residual
scale estimates for the requested model fits.
Details
Methods are implemented for models of class
"lmrob" (see lmrob),
"lts" (see ltsReg),
"rlm" (see rlm),
"seqModel" (see rlars) and
"sparseLTS" (see sparseLTS). The
default method computes the MAD of the residuals.