frobreg {gausscov} | R Documentation |
Robust regression using Huber's psi-function
frobreg(y, x, cn, cpp = 0, sig = 0, intercept = TRUE)
y |
Dependent variable |
x |
Covariates |
cn |
Tuning parameter for Huber's psi-function |
cpp |
Fisher consistency parameter |
sig |
Scale |
intercept |
Logical to include intercept |
beta Regression coefficients
res Residuals
sig Scale
data(boston) bostrob<-frobreg(boston[,14],boston[,1:13],1) bostrob[[1]] plot(bostrob[[2]])