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.


Reference manual

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0.2.1 by You-Gan Wang, 8 days ago

Browse source code at

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