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:You-Gan Wang, Benoit Liquet, Aurelien Callens and Na Wang.

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'))

Peer review:

Datasets:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 4 scripts 151 downloads 16 exports 10 dependencies

Last updated 5 years agofrom:097794e878. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 13 2024
R-4.5-linuxOKDec 13 2024

Exports:chicreate_lagdpsi.Expdpsi.Huberdpsi.TukeyeffESL_Opsi.Exppsi.Huberpsi.Tukeyrho.brho.erho.hrlmDDrlmDD_hetwhm

Dependencies:curljsonlitelatticeMASSquadprogquantmodtseriesTTRxtszoo

Readme and manuals

Help Manual

Help pageTopics
Internal Functionschi create_lag dpsi.Exp dpsi.Huber dpsi.Tukey eff ESL_O psi.Exp psi.Huber psi.Tukey rho.b rho.e rho.h
plasmaplasma
Data driven robust methodsrlmDD
Robust estimation for autoregressive models with heterogeneityrlmDD_het
Weighted M-estimationwhm