robustreg: Robust Regression Functions
Version 0.1-10

Linear regression functions using Huber and bisquare psi functions. Optimal weights are calculated using IRLS algorithm.

Browse man pages Browse package API and functions Browse package files

AuthorIan M. Johnson <ian@alpha-analysis.com>
Date of publication2017-04-27 10:18:04 UTC
MaintainerIan M. Johnson <ian@alpha-analysis.com>
LicenseGPL (>= 2)
Version0.1-10
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("robustreg")

Man pages

fit_rcpp: Predict y from X and b
mad_rcpp: Median Absolute Deviation (MAD)
median_rcpp: Median
psiBS_rcpp: Tukey's Bisquare Psi Function
psiHuber_rcpp: Huber Psi Function
robustRegBS: Robust Fitting of Linear Models using Bisquare Psi Function
robustRegH: Robust Fitting of Linear Models using Huber Psi Function

Functions

fit_rcpp Man page Source code
mad_rcpp Man page Source code
median_rcpp Man page Source code
psiBS_rcpp Man page Source code
psiHuber_rcpp Man page Source code
robustRegBS Man page Source code
robustRegH Man page Source code

Files

src
src/psiHuber.cpp
src/median.cpp
src/fit.cpp
src/Makevars.win
src/init.c
src/RcppExports.cpp
src/psiBS.cpp
NAMESPACE
R
R/robustRegH.R
R/RcppExports.R
R/robustRegBS.R
MD5
DESCRIPTION
man
man/robustRegBS.Rd
man/fit_rcpp.Rd
man/psiHuber_rcpp.Rd
man/mad_rcpp.Rd
man/median_rcpp.Rd
man/robustRegH.Rd
man/psiBS_rcpp.Rd
robustreg documentation built on May 19, 2017, 11:16 a.m.