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OBRE: Optimal B-Robust Estimator Tools
An implementation for computing Optimal B-Robust Estimators of two-parameter distribution. The procedure is composed of some equations that are evaluated alternatively until the solution is reached. Some tools for analyzing the estimates are included. The most relevant is covariance matrix computation using a closed formula.
Getting started
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Package details |
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| Author | Andrea Riboldi [aut], Ivan Luciano Danesi [aut], Fabio Piacenza [aut, cre], Oliver Kuehnle [aut], Davide Di Vincenzo [aut], Ruben Ciaponi [ctb], Stephen Allen [ctb], Novella Saccenti [ctb], Annarita Filippi [ctb] |
| Maintainer | Fabio Piacenza <fabio.piacenza@unicredit.eu> |
| License | GPL (>= 3) |
| Version | 0.2-0 |
| Package repository | View on CRAN |
| Installation |
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