Robust Regression Functions

Linear regression functions using Huber and bisquare psi functions. Optimal weights are calculated using IRLS algorithm.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("robustreg")

0.1-11 by Ian M. Johnson, 4 months ago


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


Authors: Ian M. Johnson <[email protected]>


Documentation:   PDF Manual  


Task views: Robust Statistical Methods


GPL (>= 2) license


Imports stats, Matrix, Rcpp

Linking to Rcpp, RcppArmadillo


See at CRAN