robBridge: Robust Bridge Regression estimator
In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities
Description
Usage
Arguments
Value
Description
This adapts the expectation maximization algorithm from bridge_map
to the case of robust estimation. The following adjustments are made:
Usage
1
Arguments
formula
model formula
data
a data frame
kappa
the norm you wish to use. the minimum allowed is 0.250. the default is 0.50.
shape
the shape parameter for the gamma prior on nu (optional).
rate
the rate of parameter for the gamma prior on nu (optional).
Value
a penreg object
abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.
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Description Usage Arguments Value
Description
This adapts the expectation maximization algorithm from bridge_map
to the case of robust estimation. The following adjustments are made:
Usage
1 |
Arguments
formula |
model formula |
data |
a data frame |
kappa |
the norm you wish to use. the minimum allowed is 0.250. the default is 0.50. |
shape |
the shape parameter for the gamma prior on nu (optional). |
rate |
the rate of parameter for the gamma prior on nu (optional). |
Value
a penreg object
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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