frobreg {gausscov}R Documentation

Robust regression using Huber's psi-function

Description

Robust regression using Huber's psi-function

Usage

frobreg(y, x, cn, cpp = 0, sig = 0, intercept = TRUE)

Arguments

y

Dependent variable

x

Covariates

cn

Tuning parameter for Huber's psi-function

cpp

Fisher consistency parameter

sig

Scale

intercept

Logical to include intercept

Value

beta Regression coefficients

res Residuals

sig Scale

Examples

data(boston)
bostrob<-frobreg(boston[,14],boston[,1:13],1)
bostrob[[1]]
plot(bostrob[[2]])

[Package gausscov version 0.0.2 Index]