Package: rlmDataDriven 0.4.0

You-Gan Wang

rlmDataDriven: Robust Regression with Data Driven Tuning Parameter

Data driven approach for robust regression estimation in homoscedastic and heteroscedastic context. See Wang et al. (2007), <doi:10.1198/106186007X180156> regarding homoscedastic framework.

Authors:You-Gan Wang, Benoit Liquet, Aurelien Callens and Na Wang.

rlmDataDriven_0.4.0.tar.gz
rlmDataDriven_0.4.0.zip(r-4.7)rlmDataDriven_0.4.0.zip(r-4.6)rlmDataDriven_0.4.0.zip(r-4.5)
rlmDataDriven_0.4.0.tgz(r-4.6-any)rlmDataDriven_0.4.0.tgz(r-4.5-any)
rlmDataDriven_0.4.0.tar.gz(r-4.7-any)rlmDataDriven_0.4.0.tar.gz(r-4.6-any)
rlmDataDriven_0.4.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
rlmDataDriven/json (API)

# Install 'rlmDataDriven' in R:
install.packages('rlmDataDriven', repos = c('https://cranhaven.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/cranhaven/cranhaven.r-universe.dev/issues

Datasets:

On CRAN:

Conda:

archivedpackagesr-universe

1.70 score 5 stars 6 scripts 44 downloads 16 exports 10 dependencies

Last updated from:1f13bec9df (on package/rlmDataDriven). Checks:9 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK98
source / vignettesOK155
linux-release-x86_64OK110
macos-release-arm64OK93
macos-oldrel-arm64OK103
windows-develOK84
windows-releaseOK65
windows-oldrelOK67
wasm-releaseOK92

Exports:chicreate_lagdpsi.Expdpsi.Huberdpsi.TukeyeffESL_Opsi.Exppsi.Huberpsi.Tukeyrho.brho.erho.hrlmDDrlmDD_hetwhm

Dependencies:curljsonlitelatticeMASSquadprogquantmodtseriesTTRxtszoo

Readme and manuals

Help Manual

Help pageTopics
Internal Functionschi create_lag dpsi.Exp dpsi.Huber dpsi.Tukey eff ESL_O psi.Exp psi.Huber psi.Tukey rho.b rho.e rho.h
plasmaplasma
Data driven robust methodsrlmDD
Robust estimation for autoregressive models with heterogeneityrlmDD_het
Weighted M-estimationwhm