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robustreg (version 0.1-11)
Robust Regression Functions
Description
Linear regression functions using Huber and bisquare psi functions. Optimal weights are calculated using IRLS algorithm.
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0.1-11
0.1-10
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Install
install.packages('robustreg')
Monthly Downloads
207
Version
0.1-11
License
GPL (>= 2)
Maintainer
Ian Johnson
Last Published
May 10th, 2019
Functions in robustreg (0.1-11)
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mad_rcpp
Median Absolute Deviation (MAD)
fit_rcpp
Predict y from X and b
median_rcpp
Median
robustRegH
Robust Fitting of Linear Models using Huber Psi Function
psiBS_rcpp
Tukey's Bisquare Psi Function
psiHuber_rcpp
Huber Psi Function
robustRegBS
Robust Fitting of Linear Models using Bisquare Psi Function