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lmrobdetMM.RFPE

Robust Final Prediction Error

Description

This function computes the robust Final Prediction Errors (RFPE) for a robust regression fit using M-estimates. It is used internally by step.lmrobdetMM and not meant to be used directly.

Usage

lmrobdetMM.RFPE(object, scale = NULL)

Arguments

object

the MM element (of class lmrob) in an object of class lmrobdetMM.
scale

a numeric value specifying the scale estimate used to compute the RFPE. Usually this should be the scale estimate from an encompassing model. If NULL, the scale estimate in object is used.

Value

the robust final prediction error (numeric).

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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