Optimal B-Robust Estimator Tools

An implementation for computing Optimal B-Robust Estimators of two-parameter distribution. The procedure is composed of some equations that are evaluated alternatively until the solution is reached. Some tools for analyzing the estimates are included. The most relevant is covariance matrix computation using a closed formula.


Reference manual

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install.packages("OBRE")

0.2-0 by Fabio Piacenza, 3 years ago


Browse source code at https://github.com/cran/OBRE


Authors: Andrea Riboldi [aut] , Ivan Luciano Danesi [aut] , Fabio Piacenza [aut, cre] , Oliver Kuehnle [aut] , Davide Di Vincenzo [aut] , Ruben Ciaponi [ctb] , Stephen Allen [ctb] , Novella Saccenti [ctb] , Annarita Filippi [ctb]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports methods

Depends on pracma


See at CRAN