rls: Robust M-Estimator for Location Scale model

Description Usage Arguments Value

View source: R/main.R

Description

Description

Usage

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rls(theta, Y, X, c_bound, func_s, d_func_s, func_m, d_func_m, iterations = 5,
  return.all = F, tolerance = 0)

Arguments

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

Value

Estimated location theta Robust


EdvinasD/resplsm documentation built on Nov. 29, 2017, 10:25 p.m.