rlm {rlm} | R Documentation |
Fit a linear model by robust regression taking response in matrix form.
rlm(formula, weights, acc = 0.01)
formula |
a formula of the form |
weights |
a vector of prior weights for each case. |
acc |
the accuracy for the stopping criterion. |
Fitting is done by iterated re-weighted least squares (IWLS).
matrix of coefficients
y <- matrix( c(2, 4, 3, 1, 5, 7), nrow=3, ncol=2) x <- c(1, 2, 3) w <- c(0.9, 0.8, 0.7) rlm::rlm(y~x, weights = w)