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MMPY

MM regression estimator using Pen~a-Yohai candidates

Description

This function computes MM-regression estimator using Pen~a-Yohai candidates for the initial S-estimator. This function is used internally by lmrobdetMM, and not meant to be used directly.

Usage

MMPY(X, y, control, mf)

Arguments

X

design matrix
y

response vector
control

a list of control parameters as returned by lmrobdet.control
mf

model frame

Value

an lmrob object witht the M-estimator obtained starting from the S-estimator computed with the Pen~a-Yohai initial candidates. The properties of the final estimator (efficiency, etc.) are determined by the tuning constants in the argument control.

Author(s)

Victor Yohai, victoryohai@gmail.com, Matias Salibian-Barrera, matias@stat.ubc.ca

References

See Also

RobStatTM

Robust Statistics: Theory and Methods

v1.0.2
GPL (>= 3)
Authors
Matias Salibian-Barrera [cre], Victor Yohai [aut], Ricardo Maronna [aut], Doug Martin [aut], Gregory Brownson [aut] (ShinyUI), Kjell Konis [aut], Kjell Konis [cph] (erfi), Christophe Croux [ctb] (WBYlogreg, BYlogreg), Gentiane Haesbroeck [ctb] (WBYlogreg, BYlogreg), Martin Maechler [cph] (lmrob.fit, lmrob..M..fit, lmrob.S), Manuel Koller [cph] (lmrob.fit, .vcov.avar1, lmrob.S, lmrob.lar), Matias Salibian-Barrera [aut]
Initial release
2020-03-02

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