OBRE: Optimal B-Robust Estimator Tools

An implementation for computing Optimal B-Robust Estimators (OBRE) of two parameters distributions. The procedure is composed by some equations that are evaluated alternatively until the solution is reached. Some tools for analyzing the estimates are included. The most relevant is OBRE covariance matrix computation using a closed formula.

Getting started

Package details

AuthorAndrea Riboldi [aut, cre], Ivan Luciano Danesi [aut], Fabio Piacenza [aut], Ruben Ciaponi [ctb], Stephen Allen [ctb], Novella Saccenti [ctb], Annarita Filippi [ctb]
MaintainerAndrea Riboldi <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the OBRE package in your browser

Any scripts or data that you put into this service are public.

OBRE documentation built on May 2, 2019, 9:17 a.m.