galts: Genetic algorithms and C-steps based LTS (Least Trimmed Squares) estimation
Version 1.3

This package includes the ga.lts function that estimates LTS (Least Trimmed Squares) parameters using genetic algorithms and C-steps. ga.lts() constructs a genetic algorithm to form a basic subset and iterates C-steps as defined in Rousseeuw and van-Driessen (2006) to calculate the cost value of the LTS criterion. OLS(Ordinary Least Squares) regression is known to be sensitive to outliers. A single outlying observation can change the values of estimated parameters. LTS is a resistant estimator even the number of outliers is up to half of the data. This package is for estimating the LTS parameters with lower bias and variance in a reasonable time. Version 1.3 included the function medmad for fast outlier detection in linear regression.

AuthorMehmet Hakan Satman
Date of publication2013-02-07 09:27:39
MaintainerMehmet Hakan Satman <mhsatman@istanbul.edu.tr>
LicenseGPL
Version1.3
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("galts")

Getting started

Package overview

Popular man pages

ga.lts: Function for estimating the LTS (Least Trimmed Squares)...
galts-package: Genetic algorithms and C-steps based LTS (Least Trimmed...
medmad: Function for detecting regression outliers
medmad.cov: Function for robust covariance matrix estimation.
See all...

All man pages Function index File listing

Man pages

ga.lts: Function for estimating the LTS (Least Trimmed Squares)...
galts-package: Genetic algorithms and C-steps based LTS (Least Trimmed...
medmad: Function for detecting regression outliers
medmad.cov: Function for robust covariance matrix estimation.

Functions

ga.lts Man page Source code
galts Man page
galts-package Man page
medmad Man page Source code
medmad.cov Man page Source code

Files

MD5
man
man/medmad.cov.Rd
man/galts-package.Rd
man/ga.lts.Rd
man/medmad.Rd
NAMESPACE
DESCRIPTION
R
R/medmad.r
R/galts.r
galts documentation built on May 20, 2017, 4:12 a.m.