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RobRex (version 1.2.0)

Optimally Robust Influence Curves for Regression and Scale

Description

Functions for the determination of optimally robust influence curves in case of linear regression with unknown scale and standard normal distributed errors where the regressor is random.

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Version

Install

install.packages('RobRex')

Monthly Downloads

22

Version

1.2.0

License

LGPL-3

Maintainer

Matthias Kohl

Last Published

April 14th, 2019

Functions in RobRex (1.2.0)

rgsOptIC.M

Computation of the optimally robust IC for M estimators
rgsOptIC.AL

Computation of the optimally robust IC for AL estimators
rgsOptIC.ALc

Computation of the optimally robust IC for AL estimators
rgsOptIC.ALs

Computation of the optimally robust IC for ALs estimators
rgsOptIC.BM

Computation of the optimally robust IC for BM estimators
rgsOptIC.Mc

Computation of the optimally robust IC for Mc estimators
rgsOptIC.Ms

Computation of the optimally robust IC for Ms estimators
rgsOptIC.MK

Computation of the optimally robust IC for MK estimators