rladreg: rladreg

In Mufabo/Rrobustsp: Robust Signal Processing

rladreg

Description

computes the LAD regression estimate

Usage

rladreg(y, X, b0 = NULL, printitn = F)

Arguments

y:	numeric response N vector (real/complex)
X:	numeric feature N x p matrix (real/complex)
b0:	numeric optional initial start of the regression vector for IRWLS algorithm. If not given, we use LSE (when p>1).
printitn:	print iteration number (default = 0, no printing) and other details

Value

b1: numeric the regression coefficient vector

iter: (numeric) # of iterations (given when IRWLS algorithm is used)

Note

file location: Regression.R

Examples

library(MASS)
rladreg(1:5, matrix(-1:3))
rladreg(1:5 +1i, matrix(-1:3))

Mufabo/Rrobustsp documentation built on June 11, 2022, 10:41 p.m.