Design of an S Function for Robust Regression Using Iteratively Reweighted Least Squares |
| |
| Authors: | Richard M Heiberger Richard A Becker |
| |
| Institution: | 1. Department of Statistics , Temple University , Philadelphia , PA , 19122 , USA;2. AT&3. T Bell Laboratories , Murray Hill , NJ , 07974 , USA |
| |
| Abstract: | Abstract We develop a set of 5 functions for robust regression using the technique of iteratively reweighted least squares (IRLS). Together with a set of weight functions, function rreg is simple to understand and provides great flexibility for IRLS methods. This article focuses on the programming strategies adopted to achieve the twin goals of power and simplicity. |
| |
| Keywords: | Convergence control Local functions Persistent storage Programming strategies |
|
|
