objective

<code>objective</code> computes the objective of the L2E regression in terms of eta

An implementation of a computational framework for performing robust structured regression with the L2 criterion
from Chi and Chi (2021+). Improvements using the majorization-minimization (MM) principle from Liu, Chi, and
Lange (2022+) added in Version 2.0.

Jocelyn Chi

Robust Structured Regression via the L2 Criterion

Xiaoqian Liu

Lisa Lin

Kenneth Lange

Eric Chi

objective function

<dl><dt>eta</dt>
<dd>The current estimate of eta</dd>
<dt>r</dt>
<dd>Vector of residuals</dd>
<dt>method</dt>
<dd>Mean or median</dd></dl>

Arguments

Objective function of the L2E regression - eta — objective

<dl>

<dt>eta</dt>
<dd>The current estimate of eta</dd>


<dt>r</dt>
<dd>Vector of residuals</dd>


<dt>method</dt>
<dd>Mean or median</dd>

</dl>

objective: Objective function of the L2E regression - eta

Description

Usage

Value

Arguments