Tom Reynkens

Tom Reynkens

4 packages on CRAN

ReIns

cran
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Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470772689.html>.

rospca

cran
99.99th

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Implementation of robust sparse PCA using the ROSPCA algorithm of Hubert et al. (2016) <DOI:10.1080/00401706.2015.1093962>.

smurf

cran
99.99th

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Implementation of the SMuRF algorithm of Devriendt et al. (2018) <arXiv:1810.03136> to fit generalized linear models (GLMs) with multiple types of predictors via regularized maximum likelihood.

ltsspca

cran
99.99th

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Implementation of robust and sparse PCA algorithm of Wang and Van Aelst (2019) <DOI:10.1080/00401706.2019.1671234>.