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robustreg (version 0.1-11)

Robust Regression Functions

Description

Linear regression functions using Huber and bisquare psi functions. Optimal weights are calculated using IRLS algorithm.

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Version

Install

install.packages('robustreg')

Monthly Downloads

245

Version

0.1-11

License

GPL (>= 2)

Maintainer

Ian Johnson

Last Published

May 10th, 2019

Functions in robustreg (0.1-11)

mad_rcpp

Median Absolute Deviation (MAD)
fit_rcpp

Predict y from X and b
median_rcpp

Median
robustRegH

Robust Fitting of Linear Models using Huber Psi Function
psiBS_rcpp

Tukey's Bisquare Psi Function
psiHuber_rcpp

Huber Psi Function
robustRegBS

Robust Fitting of Linear Models using Bisquare Psi Function