1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
|
\name{lmRob.RFPE}
\alias{lmRob.RFPE}
\title{Robust Final Prediction Errors }
\description{
Computes the robust Final Prediction Errors (FPE) for a robust regression fit using M-estimates.
}
\usage{
lmRob.RFPE(object, scale = NULL)
}
\arguments{
\item{object}{an lmRob object.}
\item{scale}{a numeric value specifying the scale estimate used to compute the robust FPE. Usually this should
be the scale estimate from an encompassing model. If \code{NULL}, the scale estimate in \code{object} is used.}
}
\value{
a single numeric value giving the robust final prediction error.
}
\seealso{
\code{\link{lmRob}},
\code{\link{step.lmRob}},
\code{\link{drop1.lmRob}}.
}
\examples{
data(stack.dat)
stack.rob <- lmRob(Loss ~ ., data = stack.dat)
lmRob.RFPE(stack.rob)
}
\keyword{robust}
\keyword{regression}
|
