kjellpk/fit.models: Compare Fitted Models

The fit.models function and its associated methods (coefficients, print, summary, plot, etc.) were originally provided in the robust package to compare robustly and classically fitted model objects. See chapters 2, 3, and 5 in Insightful (2002) 'Robust Library User's Guide' <http://robust.r-forge.r-project.org/Robust.pdf>). The aim of the fit.models package is to separate this fitted model object comparison functionality from the robust package and to extend it to support fitting methods (e.g., classical, robust, Bayesian, regularized, etc.) more generally.

install.packages("remotes")
remotes::install_github("kjellpk/fit.models")