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GAMS Classification for the NAG C Library
NAG C Library Manual

L8c4 : Robust

g02hac    nag_robust_m_regsn_estim
Robust regression, standard M-estimates
g02hbc    nag_robust_m_regsn_wts
Robust regression, compute weights for use with g02hdc
g02hdc    nag_robust_m_regsn_user_fn
Robust regression, compute regression with user-supplied functions and weights
g02hfc    nag_robust_m_regsn_param_var
Robust regression, variance-covariance matrix following g02hdc

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GAMS Classification for the NAG C Library
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© The Numerical Algorithms Group Ltd, Oxford UK. 2005