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.
|Author||Andrea Riboldi [aut, cre], Ivan Luciano Danesi [aut], Fabio Piacenza [aut], Ruben Ciaponi [ctb], Stephen Allen [ctb], Novella Saccenti [ctb], Annarita Filippi [ctb]|
|Maintainer||Andrea Riboldi <[email protected]>|
|License||GPL (>= 3)|
|Package repository||View on CRAN|
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