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UStatBookABSC (version 1.0.0)

A Companion Package to the Book "U-Statistics, M-Estimation and Resampling"

Description

A set of functions leading to multivariate response L1 regression. This includes functions on computing Euclidean inner products and norms, weighted least squares estimates on multivariate responses, function to compute fitted values and residuals. This package is a companion to the book "U-Statistics, M-estimation and Resampling", by Arup Bose and Snigdhansu Chatterjee, to appear in 2017 as part of the "Texts and Readings in Mathematics" (TRIM) series of Hindustan Book Agency and Springer-Verlag.

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Version

Install

install.packages('UStatBookABSC')

Monthly Downloads

166

Version

1.0.0

License

GPL-3

Maintainer

Snigdhansu Chatterjee

Last Published

December 27th, 2016

Functions in UStatBookABSC (1.0.0)

WLS

Computes a weighted least squares linear regression on possibly multivariate responses
FitAndResiduals

Computes a linear regression fit and residuals on possibly multivariate responses
CCU12_Precip

Precipitation for June-September 2012 recorded in Kolkata
InnerProduct

Computes the Euclidean inner product
IdentityMatrix

Obtains the identity matrix of dimension n
Norm

Computes the Euclidean norm
L1Regression

Computes a L1 multivariate regression This is the equivalent of median regression when the response is possibly multivariate