disp {Rfit}R Documentation

Jaeckel's Dispersion Function

Description

Returns the value of Jaeckel's dispersion function for given values of the regression coefficents.

Usage

disp(beta, x, y, scores)

Arguments

beta

p by 1 vector of regression coefficents

x

n by p design matrix

y

n by 1 response vector

scores

an object of class scores

Author(s)

John Kloke kloke@biostat.wisc.edu

References

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.

See Also

summary.rfit

Examples


## The function is currently defined as
function (beta, x, y, scores) 
{
    x <- as.matrix(x)
    e <- y - x %*% beta
    r <- rank(e, ties.method = "first")/(length(e) + 1)
    scores@phi(r) %*% e
  }

[Package Rfit version 0.23.0 Index]