Robust regression using Huber's psi-function
frobreg(y,x,cn=1,sg=0,scale=T,inr=T,xinr=F)
Dependent variable
Covariates
Tuning parameter for Huber's psi-function
Scale
Logical, if TRUE calculates sg simultaneously, otherwise keeps initial sg
Logical if TRUE to include intercept
Logical if TRUE intercept already included
beta Regression coefficients
res Residuals
sg Scale
# NOT RUN { data(boston) a<-frobreg(boston[,14],boston[,1:13]) # }
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