plotLSandRobustSFM {PCRA} | R Documentation |
Plot of Least squares and robust single factor model (SFM) fits, with outliers identified, and legend containing slope and intercept coefficient estimates with standard errors in parentheses.
plotLSandRobustSFM(
x,
family = "mopt",
efficiency = 0.95,
mainText = NULL,
ylimits = NULL,
legendPos = "topleft",
makePct = FALSE
)
x |
A univariate xts object. |
family |
Robust loss function choice with default mopt |
efficiency |
Estimator Normal distribution efficiency, default 0.95 |
mainText |
Main title, if any. |
ylimits |
Vertical axis limits. |
legendPos |
Legend position. |
makePct |
Logical variable with default FALSE |
The robust fit is computed using the lmrobdetMM() function in the R package RobStatTM. For other choices of efficiency and family see the RobStatTM package help(lmrobdetMM)
No value returned, instead plot with straight line fits and legend is displayed
args(plotLSandRobustSFM)