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robust
2007 Nov 21
1
equivalent of Matlab robustfit?
...rm. 'CONST' is 'on' (the default) to
include the constant term, or 'off' to omit it.
[B,STATS] = ROBUSTFIT(...) also returns a STATS structure
containing the following fields:
'ols_s' sigma estimate (rmse) from least squares fit
'robust_s' robust estimate of sigma
'mad_s' MAD estimate of sigma; used for scaling
residuals during the iterative fitting
's' final estimate of sigma, the larger of robust_s
and a weighted average of ols_s and robust_s...