robustreg: Robust Regression Functions

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

Author
Ian M. Johnson <ian@alpha-analysis.com>
Date of publication
2015-08-26 08:51:12
Maintainer
Ian M. Johnson <ian@alpha-analysis.com>
License
GPL (>= 2)
Version
0.1-9

View on CRAN

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

Files in this package

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