README.md

In stamats/rmx: Radius-Minimax Estimators

  rmx: Radius-minimax Estimators

The repository includes the development version of R package rmx

Description

Radius-minimax (rmx) estimators are a special class of optimally-robust statistical procedures (Kohl (2005), https://epub.uni-bayreuth.de/839/2/DissMKohl.pdf; Rieder et al. (2008), ). It is a class of asymptotically linear estimators where infinitesimal (shrinking) neighborhoods around parametric models are assumed (Rieder (1994), ISBN:978-1-4684-0624-5; Ruckdeschel (2006), ; Kohl et al. (2010), ; Kohl (2012), ). In addition, various diagnostic plots and finite-sample corrections are included.

Motivation

The rmx estimators are also implemented in the RobASt-family of packages (i.e., packages RobAStBase, ROptEst, RobLox, RobExtremes, ROptRegTS, RobRex). However, package rmx provides a much simpler interface and lower computation times at the cost of being less general and flexible.

Installation

```{r, eval = FALSE}

Development version from GitHub

install.packages("remotes")

remotes::install_github("stamats/rmx")

## Getting started

```{r}
library(rmx)

stamats/rmx documentation built on Sept. 29, 2023, 7:13 p.m.