signedrank
(Package: Rfit) :
Signed-Rank Estimate of Location (Intercept)
Returns the signed-rank estimate of intercept with is equivalent to the Hodges-Lehmann estimate of the residuals.
● Data Source:
CranContrib
● Keywords:
● Alias: signedrank
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jaeckel
(Package: Rfit) :
Function to Minimize Jaeckel's Dispersion Function
Uses the built-in function optim to minimize Jaeckel's dispersion function. Alternates between CG and BFGS steps and initially takes a number of IRLS steps.
● Data Source:
CranContrib
● Keywords:
● Alias: jaeckel
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Rfit-package
(Package: Rfit) :
Rank-Based Estimates and Inference for Linear Models
Package provides functions for rank-based analyses of linear models. Rank-based estimation and inference offers a robust alternative to least squares.
● Data Source:
CranContrib
● Keywords: nonparametric, package, regression, robust
● Alias: Rfit, Rfit-package
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1 images
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rfit
(Package: Rfit) :
Rank-based Estimates of Regression Coefficients
Minimizes Jaeckel's dispersion function to obtain a rank-based solution for linear models.
● Data Source:
CranContrib
● Keywords: nonparametric, regression, robust
● Alias: rfit, rfit.default
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taustar
(Package: Rfit) :
Estimate of the Scale Parameter taustar
An estimate of the scale parameter taustar = 1/(2*f(0)) is needed for the standard error of the intercept in rank-based regression.
● Data Source:
CranContrib
● Keywords:
● Alias: taustar
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vcov.rfit
(Package: Rfit) :
Variance-Covariance Matrix for Rank-Based Regression
Returns the variance-covariance matrix of the regression estimates from an object of type rfit.
● Data Source:
CranContrib
● Keywords:
● Alias: vcov.rfit
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walsh
(Package: Rfit) :
Walsh Averages
Given a list of n numbers, the Walsh averages are the n(n+1)/2 pairwise averages.
● Data Source:
CranContrib
● Keywords:
● Alias: walsh
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A score function and it's corresponding derivative is required for rank-based estimation. This object puts them together.
● Data Source:
CranContrib
● Keywords: classes
● Alias: scores, scores-class
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gettau
(Package: Rfit) :
Estimate of the scale parameter tau
An estimate of the scale parameter tau is needed for the standard errors of the coefficents in rank-based regression.
● Data Source:
CranContrib
● Keywords:
● Alias: gettau, gettauF0
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rstudent.rfit
(Package: Rfit) :
Studentized Residuals for Rank-Based Regression
Returns the Studentized residuals based on rank-based estimation.
● Data Source:
CranContrib
● Keywords:
● Alias: rstudent.rfit
●
2 images
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