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).


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Reference manual

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install.packages("robustgam")

0.1.7 by Raymond K. W. Wong, 5 years ago


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


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