Robust Regression with Data Driven Tuning Parameter

Data driven approach for robust regression estimation in homoscedastic and heteroscedastic context. See Wang et al. (2007), regarding homoscedastic framework.


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install.packages("rlmDataDriven")

0.2.1 by You-Gan Wang, 8 days ago


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


Authors: You-Gan Wang <[email protected]> , Benoit Liquet <[email protected]> , Aurelien Callens <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2.0) license


Imports stats, MASS, tseries


See at CRAN