Robust-estimation specification
Arguments
- type
Robust loss, or
"none"for ordinary least squares.- k_huber
Tuning constant for the Huber loss.
- c_tukey
Tuning constant for Tukey's bisquare loss.
- max_iter
Maximum number of robust reweighting iterations.
- scale_scope
Scope at which robust scale is estimated.
- reestimate_phi
Re-estimate temporal-noise parameters after robust reweighting.