Tirls.aad: Robust estimator for the linear regression model with Tukey's...
In robRatio: M-Estimators for Generalized Ratio and Linear Regression Models
Tirls.aad R Documentation
Robust estimator for the linear regression model
with Tukey's biweight function and AAD scal
by iteratively re-weighted least squares (IRLS) algorithm
Description
Robust estimator for the linear regression model
with Tukey's biweight function and AAD scal
by iteratively re-weighted least squares (IRLS) algorithm
Usage
Tirls.aad(x1, y1, rt = rep(1, length(y1)), c1 = 8, rp.max = 150, cg.rt = 0.01)
Arguments
x1
explanatory variable(s)
y1
objective variable
rt
sample weights
c1
tuning parameter from 4 to 8 for the scale parameter of AAD(Average 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
TKresults of robust regression
wtrobust weights
rptotal number of iteration
s1changes in scale through iterative calculation
robRatio documentation built on Nov. 5, 2025, 5:25 p.m.
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| Tirls.aad | R Documentation |
Robust estimator for the linear regression model with Tukey's biweight function and AAD scal by iteratively re-weighted least squares (IRLS) algorithm
Description
Robust estimator for the linear regression model with Tukey's biweight function and AAD scal by iteratively re-weighted least squares (IRLS) algorithm
Usage
Tirls.aad(x1, y1, rt = rep(1, length(y1)), c1 = 8, rp.max = 150, cg.rt = 0.01)
Arguments
x1 |
explanatory variable(s) |
y1 |
objective variable |
rt |
sample weights |
c1 |
tuning parameter from 4 to 8 for the scale parameter of AAD(Average 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
TKresults of robust regression
wtrobust weights
rptotal number of iteration
s1changes in scale through iterative calculation
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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