robustgam: Robust Estimation for Generalized Additive Models

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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).

Author
Raymond K. W. Wong, Fang Yao and Thomas C. M. Lee
Date of publication
2014-01-02 19:18:27
Maintainer
Raymond K. W. Wong <raymondkww.dev@gmail.com>
License
GPL (>= 2)
Version
0.1.7

View on CRAN

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

Files in this package

robustgam
robustgam/src
robustgam/src/Makevars
robustgam/src/fit.gam.cpp
robustgam/src/Makevars.win
robustgam/src/rgam.fast.cpp
robustgam/NAMESPACE
robustgam/R
robustgam/R/robustgam.crossval.R
robustgam/R/robustgam.gic.R
robustgam/R/rgam.fast.main.R
robustgam/R/robustgam.basic.R
robustgam/R/fit.gam.R
robustgam/R/robustgam.R
robustgam/MD5
robustgam/DESCRIPTION
robustgam/man
robustgam/man/robustgam.CV.Rd
robustgam/man/robustgam.GIC.optim.Rd
robustgam/man/robustgam.GIC.Rd
robustgam/man/cplot.robustgam.Rd
robustgam/man/pred.robustgam.Rd
robustgam/man/robustgam-package.Rd
robustgam/man/robustgam.Rd