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] (<https://orcid.org/0000-0001-6702-4312>), Giovanni Saraceno [aut] (<https://orcid.org/0000-0002-1753-2367>)
MaintainerClaudio Agostinelli <claudio.agostinelli@unitn.it>
LicenseGPL (>= 2)
Version0.0-7
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("robustsur")

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