ee.Reducer.robustLinearRegression

Creates a reducer that computes a robust least squares regression with numX independent variables and numY dependent variables, using iteratively reweighted least squares with the Talwar cost function. A point is considered an outlier if the RMS of residuals is greater than beta.

Each input tuple will have values for the independent variables followed by the dependent variables.

The first output is a coefficients array with dimensions (numX, numY); each column contains the coefficients for the corresponding dependent variable. The second is a vector of the root mean square of the residuals of each dependent variable. Both outputs are null if the system is underdetermined, e.g., the number of inputs is less than numX.

Usage	Returns
ee.Reducer.robustLinearRegression(numX, numY, beta)	Reducer

Argument	Type	Details
numX	Integer	The number of input dimensions.
numY	Integer, default: 1	The number of output dimensions.
beta	Float, default: null	Residual error outlier margin. If null, a default value will be computed.