plotLSandRobustSFM function

Robust and Least Square Single Factor Model (SFM) Fits

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
)

Arguments

• 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

Returns

No value returned, instead plot with straight line fits and legend is displayed

Details

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)

Examples

args(plotLSandRobustSFM)