rlmDataDriven (version 0.4.0)

Robust Regression with Data Driven Tuning Parameter

Description

Data driven approach for robust regression estimation in homoscedastic and heteroscedastic context. See Wang et al. (2007), regarding homoscedastic framework.

Copy Link

Version

Install

install.packages('rlmDataDriven')

Monthly Downloads

168

Version

0.4.0

License

GPL (>= 2.0)

Maintainer

The maintainer

Last Published

October 3rd, 2019

Functions in rlmDataDriven (0.4.0)

DD-internal

Internal Functions

whm

Weighted M-estimation

rlmDD

Data driven robust methods

rlmDD_het

Robust estimation for autoregressive models with heterogeneity

plasma