rlmDataDriven: Robust Regression with Data Driven Tuning Parameter

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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