rrpack: rrr.cookD – R documentation

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rrr.cookD

Cook's distance in reduced-rank regression for model diagnostics

Description

Compute Cook's distance for model diagnostics in rrr estimation.

Usage

rrr.cookD(Y, X = NULL, nrank = 1, qr.tol = 1e-07)

Arguments

`Y`	response matrix
`X`	covariate matrix
`nrank`	model rank
`qr.tol`	tolerance

Value

a list containing diagnostics measures

References

Chen, K. Model diagnostics in reduced-rank estimation. Statistics and Its interface, 9, 469–484.

rrpack

Reduced-Rank Regression

v0.1-11

GPL (>= 3)

Authors

Kun Chen [aut, cre] (<https://orcid.org/0000-0003-3579-5467>), Wenjie Wang [ctb] (<https://orcid.org/0000-0003-0363-3180>), Jun Yan [ctb] (<https://orcid.org/0000-0003-4401-7296>)

Initial release

2019-11-09