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 |
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 |
Documentation:
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