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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0.4.0 by You-Gan Wang, 2 years ago

Browse source code at

Authors: You-Gan Wang , Benoit Liquet , Aurelien Callens and Na Wang.

Documentation:   PDF Manual  

GPL (>= 2.0) license

Imports stats, MASS, tseries

See at CRAN