robustsur: Robust Estimation for Seemingly Unrelated Regression Models

Data sets are often corrupted by outliers. When data are multivariate outliers can be classified as case-wise or cell-wise. The latters are particularly challenge to handle. We implement a robust estimation procedure for Seemingly Unrelated Regression Models which is able to cope well with both type of outliers. Giovanni Saraceno, Fatemah Alqallaf, Claudio Agostinelli (2021) <arXiv:2107.00975>.

Getting started

Package details

AuthorClaudio Agostinelli [aut, cre] (<>), Giovanni Saraceno [aut] (<>)
MaintainerClaudio Agostinelli <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the robustsur package in your browser

Any scripts or data that you put into this service are public.

robustsur documentation built on Oct. 4, 2021, 9:07 a.m.