robustgam-package: Robust Estimation for Generalized Additive Models

In robustgam: Robust Estimation for Generalized Additive Models

Description

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).

Details

Package:	robustgam
Type:	Package
Version:	0.1.5
Date:	2013-1-6
License:	GPL (>= 2)

Author(s)

Raymond K. W. Wong Maintainer: Raymond K. W. Wong <[e-mail]>

References

Raymond K. W. Wong, Fang Yao and Thomas C. M. Lee (2013) Robust Estimation for Generalized Additive Models. Journal of Graphical and Computational Statistics, to appear.

Examples

# see example in function robustgam

Example output

Loading required package: Rcpp
Loading required package: RcppArmadillo
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-17. For overview type 'help("mgcv-package")'.
Loading required package: robustbase

robustgam documentation built on May 2, 2019, 3:23 a.m.