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robustgam (version 0.1.7)

Robust Estimation for Generalized Additive Models

Description

This package provides robust estimation for generalized additive models. It implements a fast and stable algorithm in Wong, Yao and Lee (2013). The implementation also contains three automatic selection methods for smoothing parameter. They are designed to be robust to outliers. For more details, see Wong, Yao and Lee (2013).

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Version

Install

install.packages('robustgam')

Monthly Downloads

23

Version

0.1.7

License

GPL (>= 2)

Maintainer

Raymond K W Wong

Last Published

January 2nd, 2014

Functions in robustgam (0.1.7)

robustgam.GIC.optim

Smoothing parameter selection by GIC (by optim)
robustgam

Pseudo Data Algorithm for Robust Estmation of GAMs
robustgam.CV

Smoothing parameter selection by robust cross validation
robustgam-package

Robust Estimation for Generalized Additive Models
robustgam.GIC

Smoothing parameter selection by GIC (grid search)
pred.robustgam

Prediction method for robustgam
cplot.robustgam

Plot of Component Smooth Functions from robustgam fit