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@getzze getzze released this 24 Mar 19:16
v0.3
5a6bbd9

RobustModels v0.3

  • API change: estimator type and loss functions are now two different types. Fit a robust model using the new API:
    rlm(form, data, MMEstimator{TukeyLoss}(); initial_scale=:L1)
  • Robust Ridge regression by specifying the keyword argument ridgeλ to rlm:
    rlm(form, data, MEstimator{HuberLoss}(); initial_scale=:mad, ridgeλ=0.1)
  • Add documentation.
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