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RLM robust estimator Exact Fit Property #1439

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josef-pkt opened this issue Mar 1, 2014 · 0 comments
Open

RLM robust estimator Exact Fit Property #1439

josef-pkt opened this issue Mar 1, 2014 · 0 comments

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@josef-pkt
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Exact Fit Property: if it is possible to exactly fit at least half of the points, then an estimator with EFP returns the exact fit to these points.

Reference: Maronna, Martin and Yohai 2006 book section 5.10
I have seen it in several parts of the book, in the description of the estimators, there are special cases for scale=0.

see #55 check if we have this,
I think we do after my PR #1341 if scale_est='mad' but not with HuberScale.

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