R语言实现稳健回归

五种方法：Andrew、hampel、huber、LAD、tukey。

#Andrew Function
#load the necessary libraries
library(MASS)

#generate simulated values
set.seed(123)
x <- rnorm(100)
y <- 2*x +  rnorm(100)

#perform robust regression
Andrew <- function(r, k = 1.339, deriv = 0)
{
  U <- k/abs(r)
  if (!deriv)
    return(ifelse(U >= 1, abs(U*sin(pi*r/k)), 0))
}
fit <- rlm(y ~ x,psi=Andrew)

#Generate a graph of the regression results
y2 <- fit$coefficients[1]+fit$coefficients[2]*x
data <- data.frame(x,y,y2)
plot(x, y, main = "Andrew Robust Regression",
     xlab = "x", ylab = "y", col = "blue")
abline(fit$coefficients, col = "red")

#hampel Function
#load the necessary libraries
library(MASS)

#generate simulated values
set.seed(123)
x <- rnorm(100)
y <- 2*x + rnorm(100)

#perform robust regression
fit <- rlm(y ~ x,psi