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SpatialRoMLE (version 0.1.0)

Robust Maximum Likelihood Estimation for Spatial Error Model

Description

Provides robust estimation for spatial error model to presence of outliers in the residuals. The classical estimation methods can be influenced by the presence of outliers in the data. We proposed a robust estimation approach based on the robustified likelihood equations for spatial error model (Vural Yildirim & Yeliz Mert Kantar (2020): Robust estimation approach for spatial error model, Journal of Statistical Computation and Simulation, ).

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Version

Install

install.packages('SpatialRoMLE')

Monthly Downloads

146

Version

0.1.0

License

GPL-3

Maintainer

Vural Yildirim

Last Published

March 31st, 2020

Functions in SpatialRoMLE (0.1.0)

RoMLE.error

Robust Maximum Likelihood Estimation for Spatial Error Model
unemployment_data

Unemployment data of Turkey
SpatialRoMLE

Spatial Robust MLE Package
IPS_data

The individual pension system data of Turkey
IPS_coefs

Initial coefficients of individual pension system data
TRQWM

Queen weight matrix of Turkey
unemployment_coefs

Initial coefficients of unemployment data