Dear list members,
I want to perform an MM-regression. This seems an easy task using the
function lmrob(), however, this function provides me with NA coefficients.
My data generating process is as follows:
rho <- 0.15 # low interdependency
Sigma <- matrix(rho, d, d); diag(Sigma) <- 1
x.clean <-
minimize the new robust Cross
Validation (CVMM) criterion which avoided
2018-03-04 0:52 GMT+01:00 David Winsemius :
>
> > On Mar 3, 2018, at 3:04 PM, Christien Kerbert <
> christienkerb...@gmail.com> wrote:
> >
> > Dear list members,
> >
> > I want to perform
d is the number of observed variables (d = 3 in this example). n is the
number of observations.
2018-03-04 11:30 GMT+01:00 Eric Berger :
> What is 'd'? What is 'n'?
>
>
> On Sun, Mar 4, 2018 at 12:14 PM, Christien Kerbert <
> christienkerb...@gmail.com> w
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