Package: rlmDataDriven 0.4.0
You-Gan Wang
rlmDataDriven: Robust Regression with Data Driven Tuning Parameter
Data driven approach for robust regression estimation in homoscedastic and heteroscedastic context. See Wang et al. (2007), <doi:10.1198/106186007X180156> regarding homoscedastic framework.
Authors:
rlmDataDriven_0.4.0.tar.gz
rlmDataDriven_0.4.0.tar.gz(r-4.5-noble)rlmDataDriven_0.4.0.tar.gz(r-4.4-noble)
rlmDataDriven_0.4.0.tgz(r-4.4-emscripten)rlmDataDriven_0.4.0.tgz(r-4.3-emscripten)
rlmDataDriven.pdf |rlmDataDriven.html✨
rlmDataDriven/json (API)
| # Install 'rlmDataDriven' in R: |
| install.packages('rlmDataDriven', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- plasma - Plasma
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 5 years agofrom:097794e878. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 14 2024 |
| R-4.5-linux | OK | Sep 14 2024 |
Exports:chicreate_lagdpsi.Expdpsi.Huberdpsi.TukeyeffESL_Opsi.Exppsi.Huberpsi.Tukeyrho.brho.erho.hrlmDDrlmDD_hetwhm
Dependencies:curljsonlitelatticeMASSquadprogquantmodtseriesTTRxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Internal Functions | chi create_lag dpsi.Exp dpsi.Huber dpsi.Tukey eff ESL_O psi.Exp psi.Huber psi.Tukey rho.b rho.e rho.h |
| plasma | plasma |
| Data driven robust methods | rlmDD |
| Robust estimation for autoregressive models with heterogeneity | rlmDD_het |
| Weighted M-estimation | whm |