robustgam: Robust Estimation for Generalized Additive Models
Version 0.1.7

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).

Browse man pages Browse package API and functions Browse package files

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("robustgam")

Man pages

cplot.robustgam: Plot of Component Smooth Functions from robustgam fit
pred.robustgam: Prediction method for robustgam
robustgam: Pseudo Data Algorithm for Robust Estmation of GAMs
robustgam.CV: Smoothing parameter selection by robust cross validation
robustgam.GIC: Smoothing parameter selection by GIC (grid search)
robustgam.GIC.optim: Smoothing parameter selection by GIC (by optim)
robustgam-package: Robust Estimation for Generalized Additive Models

Functions

GIC Source code
Huber Source code
Huber.deriv Source code
Predict.matrix.tr.smooth Source code
QM.binomial Source code
QM.poisson Source code
cplot.robustgam Man page Source code
expect.binomial Source code
expect.gaussian Source code
expect.poisson Source code
fit.gam.sp1 Source code
mat.sqrt Source code
pred.robustgam Man page Source code
rgam.fast.main Source code
robust.sigma Source code
robustgam Man page Source code
robustgam-package Man page
robustgam.CV Man page Source code
robustgam.GIC Man page Source code
robustgam.GIC.optim Man page Source code
robustgam.crossval Source code
smooth.construct.tr.smooth.spec Source code
w.binomial Source code
w.poisson Source code

Files

src
src/Makevars
src/fit.gam.cpp
src/Makevars.win
src/rgam.fast.cpp
NAMESPACE
R
R/robustgam.crossval.R
R/robustgam.gic.R
R/rgam.fast.main.R
R/robustgam.basic.R
R/fit.gam.R
R/robustgam.R
MD5
DESCRIPTION
man
man/robustgam.CV.Rd
man/robustgam.GIC.optim.Rd
man/robustgam.GIC.Rd
man/cplot.robustgam.Rd
man/pred.robustgam.Rd
man/robustgam-package.Rd
man/robustgam.Rd
robustgam documentation built on May 19, 2017, 2:09 p.m.