Tirls.mad: Robust estimator for the linear regression model with Tukey's...
In robRatio: M-Estimators for Generalized Ratio and Linear Regression Models

Tirls.mad

R Documentation

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

Description

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

Usage

Tirls.mad(
  x1,
  y1,
  rt = rep(1, length(y1)),
  c1 = 10.03,
  rp.max = 150,
  cg.rt = 0.01
)

Arguments

`x1`	explanatory variable(s)
`y1`	objective variable
`rt`	sample weights
`c1`	tuning parameter from 5.01 to 10.03 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)