search for: rd_nok

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2011 Dec 06
2
Why can't I figure this out? :S
...nsamp = nsamp) rr <- residuals(NameC_lts)/NameC_lts$scale[2] rr_nok <- abs(rr) > critval[1] ## robust leverage via MCD (or MVE) X <- model.matrix(NameC)[,-1] cv <- cov.rob(X, method = method, quantile = quantile[2], nsamp = dist_nsamp) rd <- sqrt(mahalanobis(X, cv$center, cv$cov)) rd_nok <- rd > critval[2] ## ROBUST results nok <- rr_nok & rd_nok NameC_rob <- lm(formula, data[!nok,]) rval <- list(ols = NameC, lts = NameC_lts, robust = NameC_rob, cov.rob = cv, robresid = rr, robdist = rd, high_residuals = rr[rr_nok], high_leverage = rd[rd_nok], bad_leverage = nok,...