rlmDataDriven: Robust Regression with Data Driven Tuning Parameter

Data driven approach for robust regression estimation in homoscedastic and heteroscedastic context. See Wang et al. (2007), <doi:10.1198/106186007X180156> regarding homoscedastic framework.

Getting started

Package details

AuthorYou-Gan Wang, Benoit Liquet, Aurelien Callens and Na Wang.
MaintainerYou-Gan Wang <you-gan.wang@qut.edu.au>
LicenseGPL (>= 2.0)
Package repositoryView on CRAN
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rlmDataDriven documentation built on Oct. 3, 2019, 5:04 p.m.