Pena-Yohai Initial Estimator for Robust S-Regression

Deterministic Pena-Yohai initial estimator for robust S estimators of regression. The procedure is described in detail in Pena, D., & Yohai, V. (1999) .


An R package implementing the Pena-Yohai strategy (Pena & Yohai, 1999) to obtain an initial estimator for robust S-Estimators of Regression.

References

Pena, D., & Yohai, V.. (1999). A Fast Procedure for Outlier Diagnostics in Large Regression Problems. Journal of the American Statistical Association, 94(446), 434-445. (http://doi.org/10.2307/2670164)

News

Version 1.0.2:

* Initial release.

Reference manual

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install.packages("pyinit")

1.1.1 by David Kepplinger, 2 months ago


https://github.com/dakep/pyinit


Report a bug at https://github.com/dakep/pyinit/issues


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


Authors: David Kepplinger [aut, cre] , Matias Salibian-Barrera [aut] , Gabriela Cohen Freue [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports robustbase

Suggests testthat


Imported by RobStatTM.


See at CRAN