Description Usage Arguments Value
Description
1 2 | rls(theta, Y, X, c_bound, func_s, d_func_s, func_m, d_func_m, iterations = 5,
return.all = F, tolerance = 0)
|
theta |
initial value of theta, document later |
Y |
parmeter of a function which is not to be optimized, usually Y_t |
X |
regresor parameter can be X's or lag(Y_t) |
c_bound |
bounding constant |
func_s |
scale function |
d_func_s |
derivative of scale function |
func_m |
location function |
d_func_m |
derivative of location function |
iterations |
number of iterantions |
return.all |
if TRUE returns list of all θ^{(j)} |
tolerence |
tolerance level |
Estimated location theta Robust
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