Displaying 3 results from an estimated 3 matches for "lmrobmm".
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lmrob
2004 Apr 27
0
lmRobMM vs rlm
I am needing some expertise with regard
to the S-Plus command lmRobMM and its R counterpart
rlm(formula,data,method="MM")
I have used lmRobMM(formula,data) in S-Plus on the Stackloss data and
obtained for my residuals
6.217777 1.150717 6.427946 8.174019 -0.6713005 -1.248641 -0.4236203
0.5763797 -1.057899 0.3593823
11 12 13...
2008 Jul 16
1
R-source code of a function
Hi,
I know that if i want to see the SPLUS or R-source code of a function,i should give the command
without the brackets.For example:
rsquared.lmRobMM
function(x)
{
str0 <- "Initial S-estimate"
str1 <- "Final M-estimate"
if(x$est == "final") {
z <- x$r.squared
attr(z, "info") <- str1
}
if(x$est == "initial") {
z <- x$r.squared
attr(z, "info") <- str0
}
ol...
2006 Mar 30
0
Robust measures of goodness of fit?
...s, and previous r-help posts,
is the "robust R^2" on pp. 362-363 of the S-plus manual, which is
available at
http://web.mit.edu/afs/athena/software/splus_v7.0/www/statman1.pdf
(7.57 MB)
It is based on M-estimators as detailed in Chapter 11 of statman1.pdf. I
think the s-plus method lmRobMM() returns this "robust R-squared", but I
would like to stay within R. Implementing the abovementioned formulas in R
was not straightforward because the definition and notation of the loss
functions (psi,rho,Tukey's bisquare) differ between statman1.pdf and
http://spider.stat.umn...