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GAMS Classification for the NAG Library
NAG Library Manual

L8c4 : Robust

G02HAF    Robust regression, standard M-estimates
G02HBF    Robust regression, compute weights for use with G02HDF
G02HDF    Robust regression, compute regression with user-supplied functions and weights
G02HFF    Robust regression, variance-covariance matrix following G02HDF

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GAMS Classification for the NAG Library
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© The Numerical Algorithms Group Ltd, Oxford UK. 2013