L2E Examples

Examples of robust structured regression problems via the L2 criterion

l2e_regression()

LTE multivariate regression

l2e_regression_isotonic()

LTE isotonic regression

l2e_regression_convex()

LTE convex regression

Updating beta and tau

Example functions for updating beta and tau for LTE multivariate, isotonic, and convex regression

update_beta_qr()

Beta update in LTE multivariate regression

update_beta_isotonic()

Beta update in LTE isotonic regression

update_beta_convex()

Beta update in LTE convex regression

update_tau_R()

Tau update function

Example Data

Example data for LTE multivariate regression in the paper

bank

Bank data