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).

Package details

AuthorRaymond K. W. Wong, Fang Yao and Thomas C. M. Lee
MaintainerRaymond K. W. Wong <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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robustgam documentation built on May 2, 2019, 3:23 a.m.