Robust regression

Hi,

I want to do robfit() but I want to fit an exponential function. Is there any option for robfit to do this?

Thanks for your efforts!

Answer 1

[the cyclist]

A scan of the documentation for the robustfit() function suggests to me that that is not a default option, but that you could specify WFUN as your own exponential function.

Answer 2

[fcarl]

I think WFUN is the weighting function for the "penalization" of the residuals!? Or am I wrong?

Answer 3

[the cyclist]

You can do a robust fit to an exponential function by using the nlinfit() function with the 'Robust' option set to 'on'. (You can set the weight function with the 'WgtFun' parameter.)

[Sorry for my other, wildly inaccurate, answer. You might want to change your "Answer" to a comment on my other answer. It will be less confusing to future readers.]