mblm: Median-Based Linear Models

Provides linear models based on Theil-Sen single median and Siegel repeated medians. They are very robust (29 or 50 percent breakdown point, respectively), and if no outliers are present, the estimators are very similar to OLS.

Getting started

Package details

AuthorLukasz Komsta <lukasz.komsta@umlub.pl>
MaintainerLukasz Komsta <lukasz.komsta@umlub.pl>
LicenseGPL (>= 2)
URL https://www.r-project.org http://www.komsta.net/
Package repositoryView on CRAN
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mblm documentation built on May 2, 2019, 2:13 p.m.