OBRE (version 0.2-0)

Optimal B-Robust Estimator Tools

Description

An implementation for computing Optimal B-Robust Estimators of two-parameter distribution. The procedure is composed of some equations that are evaluated alternatively until the solution is reached. Some tools for analyzing the estimates are included. The most relevant is covariance matrix computation using a closed formula.

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Install

install.packages('OBRE')

Monthly Downloads

148

Version

0.2-0

License

GPL (>= 3)

Maintainer

Last Published

June 9th, 2023

Functions in OBRE (0.2-0)