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Huber

Compounds
class	HuberData
class	HuberLinsys
class	HuberResiduals
class	HuberVars

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Detailed Description

Solve the linear Huber regression problem.

Input consists of dimensions "nobservations" (number of observations) and "npredictors" (number of predictor variables); a matrix of dimensions nobservations x npredictors containing values of the predictors, a right-hand side vector of dimension "nobservations"; and a cutoff value. The cutoff value represents the point at which the loss function turns from being a least-squares function to an absolute-value function.

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