robustgam: Robust Estimation for Generalized Additive Models

This package provides robust estimation for generalized additive models. It implements a fast and stable algorithm in Wong, Yao and Lee (2013). The implementation also contains three automatic selection methods for smoothing parameter. They are designed to be robust to outliers. For more details, see Wong, Yao and Lee (2013).

AuthorRaymond K. W. Wong, Fang Yao and Thomas C. M. Lee
Date of publication2014-01-02 19:18:27
MaintainerRaymond K. W. Wong <raymondkww.dev@gmail.com>
LicenseGPL (>= 2)
Version0.1.7

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