Struct MEstimator 

pub struct MEstimator { /* private fields */ }

M-estimator for robust regression

Implementations

impl MEstimator

pub fn huber(k: f64) -> Self

Create a new M-estimator with Huber loss (k=1.345 gives 95% efficiency)

pub fn tukey(c: f64) -> Self

Create a new M-estimator with Tukey’s biweight (c=4.685 gives 95% efficiency)

pub fn max_iterations(self, max_iter: usize) -> Self

Set maximum iterations

pub fn tolerance(self, tol: f64) -> Self

Set convergence tolerance

pub fn scale_estimator(self, scale_est: ScaleEstimator) -> Self

Set scale estimation method

pub fn tuning(self, tuning: TuningParameters) -> Self

Set tuning parameters

pub fn fit( &self, X: &Array2<f64>, y: &Array1<f64>, ) -> Result<RobustRegressionResults>

Fit robust regression using Iteratively Reweighted Least Squares (IRLS)

Trait Implementations

impl Clone for MEstimator

fn clone(&self) -> MEstimator

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.