robustreg: Robust Regression Functions

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

AuthorIan M. Johnson <ian@alpha-analysis.com>
Date of publication2015-08-26 08:51:12
MaintainerIan M. Johnson <ian@alpha-analysis.com>
LicenseGPL (>= 2)
Version0.1-9

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Files

robustreg
robustreg/src
robustreg/src/psiHuber.cpp
robustreg/src/median.cpp
robustreg/src/fit.cpp
robustreg/src/Makevars.win
robustreg/src/RcppExports.cpp
robustreg/src/psiBS.cpp
robustreg/NAMESPACE
robustreg/R
robustreg/R/robustRegH.R robustreg/R/RcppExports.R robustreg/R/robustRegBS.R
robustreg/MD5
robustreg/DESCRIPTION
robustreg/man
robustreg/man/robustRegBS.Rd robustreg/man/fit_rcpp.Rd robustreg/man/psiHuber_rcpp.Rd robustreg/man/mad_rcpp.Rd robustreg/man/median_rcpp.Rd robustreg/man/robustRegH.Rd robustreg/man/psiBS_rcpp.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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