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)

REQUIRED ARGUMENTS:

object
an object of class lmRob.

OPTIONAL ARGUMENTS:

scale
a scale estimate used to compute the robust FPE. Usually this should be the scale estimate from an encompassing model. If it is NULL, the scale estimate in object is used.

VALUE:

the robust final prediction error.

SEE ALSO:

, .

EXAMPLES:

oilcity.rob = lmRob(Oil~Market, data=oilcity)
lmRob.RFPE(oilcity.rob)