grad {Rfit} | R Documentation |
Calculate the Gradiant of Jaekel's Dispersion Function
grad(x, y, beta, scores)
x |
n by p design matrix |
y |
n by 1 response vector |
beta |
p by 1 vector of regression coefficients |
scores |
an object of class scores |
The gradiant evaluated at beta.
John Kloke kloke@biostat.wisc.edu
Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.
Jaeckel, L. A. (1972). Estimating regression coefficients by minimizing the dispersion of residuals. Annals of Mathematical Statistics, 43, 1449 - 1458.
Jureckova, J. (1971). Nonparametric estimate of regression coefficients. Annals of Mathematical Statistics, 42, 1328 - 1338.
## The function is currently defined as function (x, y, beta, scores) { x <- as.matrix(x) e <- y - x %*% beta r <- rank(e, ties.method = "first")/(length(e) + 1) -t(x) %*% scores@phi(r) }