Hirls.mad: Robust estimator for the linear regression model with Huber's...

In robRatio: M-Estimators for Generalized Ratio and Linear Regression Models

Robust estimator for the linear regression model with Huber's weight function and MAD scal by iteratively re-weighted least squares (IRLS) algorithm

Description

Robust estimator for the linear regression model with Huber's weight function and MAD scal by iteratively re-weighted least squares (IRLS) algorithm

Usage

Hirls.mad(
  x1,
  y1,
  rt = rep(1, length(y1)),
  c1 = 1.44,
  rp.max = 150,
  cg.rt = 0.01
)

Arguments

x1	explanatory variable(s)
y1	objective variable
rt	sample weights
c1	tuning parameter from 1.44 to 2.88 for the scale parameter of MAD(Median Absolute Deviation)
rp.max	maximum number of iteration
cg.rt	convergence condition to stop iteration (default: cg1=0.001)

Value

a list with the following elements

HB

results of robust regression

wt

robust weights

rp

total number of iteration

s1

changes in scale through iterative calculation

robRatio documentation built on Nov. 5, 2025, 5:25 p.m.