RobRex: Optimally Robust Influence Curves for Regression and Scale

Functions for the determination of optimally robust influence curves in case of linear regression with unknown scale and standard normal distributed errors where the regressor is random.

Getting started

Package details

AuthorMatthias Kohl [aut, cre, cph]
MaintainerMatthias Kohl <[email protected]>
Package repositoryView on CRAN
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RobRex documentation built on May 2, 2019, 12:40 p.m.