Data driven approach for robust regression estimation in homoscedastic and heteroscedastic context. See Wang et al. (2007), <doi:10.1198/106186007X180156> regarding homoscedastic framework.
| Version: | 0.4.0 |
| Imports: | stats, MASS, tseries |
| Published: | 2019-10-03 |
| DOI: | 10.32614/CRAN.package.rlmDataDriven |
| Author: | You-Gan Wang, Benoit Liquet, Aurelien Callens and Na Wang. |
| Maintainer: | You-Gan Wang <you-gan.wang at qut.edu.au> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)] |
| NeedsCompilation: | no |
| CRAN checks: | rlmDataDriven results |
| Reference manual: | rlmDataDriven.pdf |
| Package source: | rlmDataDriven_0.4.0.tar.gz |
| Windows binaries: | r-devel: rlmDataDriven_0.4.0.zip, r-release: rlmDataDriven_0.4.0.zip, r-oldrel: rlmDataDriven_0.4.0.zip |
| macOS binaries: | r-release (arm64): rlmDataDriven_0.4.0.tgz, r-oldrel (arm64): rlmDataDriven_0.4.0.tgz, r-release (x86_64): rlmDataDriven_0.4.0.tgz, r-oldrel (x86_64): rlmDataDriven_0.4.0.tgz |
| Old sources: | rlmDataDriven archive |
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