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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.
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0.4.0
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Install
install.packages('rlmDataDriven')
Monthly Downloads
176
Version
0.4.0
License
GPL (>= 2.0)
Maintainer
The maintainer
Last Published
October 3rd, 2019
Functions in rlmDataDriven (0.4.0)
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DD-internal
Internal Functions
whm
Weighted M-estimation
rlmDD
Data driven robust methods
rlmDD_het
Robust estimation for autoregressive models with heterogeneity
plasma
plasma