Parent Command
>> OPTION
Subcommand

Description
This command selects a quadraticlinear objective function. Given this estimator, the objective function to be
minimized is a combination of leastsquares for small residuals and the first norm for residuals larger than ctimes
the prior standard deviation:
This objective function does not correspond to a standard probability density function.
It has the general characteristic that the weight given individual residuals first increases
quadratically with deviation, then only linearly to reduce the impact of outliers.
For
Example
> COMPUTATION
>> OPTION
>>> use a QUADRATICLINEAR robust estimator with a constant c : 1.0
<<<
<<
See Also