objective_tau {L2E}R Documentation

Objective function of the L2E regression - tau

Description

objective_tau computes the objective of the L2E regression in terms of tau

Usage

objective_tau(tau, r, method = "mean")

Arguments

tau

The current estimate of tau

r

Vector of residuals

method

Mean or median

Value

Returns the output of the objective function (scalar)


[Package L2E version 2.0 Index]