Robust R^2 coefficient of determination
This function computes a robust version of the R^2 coefficient of determination.
It is used internally by lmrobdetMM,
and not meant to be used directly.
INVTR2(RR2, family, cc)
RR2 |
the proportional difference in loss functions (a naive robust R^2 coefficient). |
family |
family string specifying the name of the family of loss function to be used (current valid options are "bisquare", "opt" and "mopt"). |
cc |
tuning parameters to be computed according to efficiency and / or breakdown considerations. See lmrobdet.control, bisquare, mopt and opt. |
This function computes a robust version of the R^2 coefficient.
It is used internally by lmrobdetMM,
and not meant to be used directly.
An unbiased version of the robust R^2 coefficient of determination.
Victor Yohai, victoryohai@gmail.com
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