| rlm {MASS} | R Documentation |
Fit a linear model by robust regression using an M estimator.
rlm(x, ...)
## S3 method for class 'formula':
rlm(formula, data, weights, ..., subset, na.action,
method = c("M", "MM", "model.frame"),
wt.method = c("inv.var", "case"),
model = TRUE, x.ret = TRUE, y.ret = FALSE, contrasts = NULL)
## Default S3 method:
rlm(x, y, weights, ..., w = rep(1, nrow(x)),
init, psi = psi.huber, scale.est, k2 = 1.345,
method = c("M", "MM"), wt.method = c("inv.var", "case"),
maxit = 20, acc = 1e-4, test.vec = "resid")
formula |
a formula of the form y ~ x1 + x2 + ....
|
data |
data frame from which variables specified in formula are
preferentially to be taken.
|
weights |
prior weights for each case. |
subset |
An index vector specifying the cases to be used in fitting. |
na.action |
A function to specify the action to be taken if NAs are found. The
default action is for the procedure to fail. An alternative is
na.omit, which leads to omission of cases with missing values on any
required variable.
|
x |
a matrix or data frame containing the explanatory variables. |
y |
the response: a vector of length the number of rows of x.
|
method |
currently either M-estimation or find the model frame. MM estimation is M-estimation with Tukey's biweight initialized by a specific S-estimator. See the details section. |
wt.method |
are the weights case weights (giving the relative importance of case, so a weight of 2 means there are two of these) or the inverse of the variances, so a weight of two means this error is twice as variable? |
model |
should the model frame be returned in the object? |
x.ret |
should the model bject of mode numeric. Missing values are now allowed. |
cycles |
The maximum number of steps to be used in the continued fraction approximation process. |
max.denominator |
An early termination criterion. If any partial denominator
exceeds max.denominator the continued fraction stops at that point.
|
... |
arguments passed to or from other methods. |
Each component is first expanded in a continued fraction of the form
x = floor(x) + 1/(p1 + 1/(p2 + ...)))
where p1, p2, ... are positive integers, terminating either
at cycles terms or when a pj > max.denominator. The
continued fraction is then re-arranged to retrieve the numerator
and denominator as integers and the ratio returned as the value.
A numeric object with the same attributes as x but with entries
rational approximations to the values. This effectively rounds
relative to the size of the object and replaces very small
entries by zero.
X <- matrix(runif(25), 5, 5) solve(X, X/5) ## [,1] [,2] [,3] [,4] [,5] ## [1,] 2.0000e-01 3.7199e-17 1.2214e-16 5.7887e-17 -8.7841e-17 ## [2,] -1.1473e-16 2.0000e-01 7.0955e-17 2.0300e-17 -1.0566e-16 ## [3,] 2.7975e-16 1.3653e-17 2.0000e-01 -1.3397e-16 1.5577e-16 ## [4,] -2.9196e-16 2.0412e-17 1.5618e-16 2.0000e-01 -2.1921e-16 ## [5,] -3.6476e-17 -3.6430e-17 3.6432e-17 4.7690e-17 2.0000e-01 ## rational(solve(X, X/5)) ## [,1] [,2] [,3] [,4] [,5] ## [1,] 0.2 0.0 0.0 0.0 0.0 ## [2,] 0.0 0.2 0.0 0.0 0.0 ## [3,] 0.0 0.0 0.2 0.0 0.0 ## [4,] 0.0 0.0 0.0 0.2 0.0 ## [5,] 0.0 0.0 0.0 0.0 0.2