R: Robust Final Prediction Errors

lmRob.RFPE {robust} | R Documentation

## 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

`object` | an lmRob object.
`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 `NULL`, the scale estimate in `object` is used.

### Value

a single numeric value giving the robust final prediction error.

### See Also

`lmRob`, `step.lmRob`, `drop1.lmRob`.

### Examples

    data(stack.dat)
    stack.rob <- lmRob(Loss ~ ., data = stack.dat)
    lmRob.RFPE(stack.rob)

[Package robust version 0.6-1 Index]