Robust Estimation for Generalized Additive Models

This package provides robust estimation for generalized additive models. It implements a fast and stable algorithm in Wong, Yao and Lee (2013). The implementation also contains three automatic selection methods for smoothing parameter. They are designed to be robust to outliers. For more details, see Wong, Yao and Lee (2013).


Reference manual

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0.1.7 by Raymond K. W. Wong, 7 years ago

Browse source code at

Authors: Raymond K. W. Wong , Fang Yao and Thomas C. M. Lee

Documentation:   PDF Manual  

Task views: Robust Statistical Methods

GPL (>= 2) license

Depends on Rcpp, RcppArmadillo, mgcv, robustbase

Linking to Rcpp, RcppArmadillo

See at CRAN