robustgam-package:
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).
Arguments
Details
Package:
robustgam
Type:
Package
Version:
0.1.5
Date:
2013-1-6
License:
GPL (>= 2)
References
Raymond K. W. Wong, Fang Yao and Thomas C. M. Lee (2013) Robust Estimation for Generalized Additive Models. Journal of Graphical and Computational Statistics, to appear.