robustsur: Robust Estimation for Seemingly Unrelated Regression Models
Data sets are often corrupted by outliers. When data are multivariate outliers can be classified as case-wise or cell-wise. The latters are particularly challenge to handle. We implement a robust estimation procedure for Seemingly Unrelated Regression Models which is able to cope well with both type of outliers. Giovanni Saraceno, Fatemah Alqallaf, Claudio Agostinelli (2021) <doi:10.48550/arXiv.2107.00975>.
| Version: | 0.0-7 |
| Depends: | R (≥ 3.0.0), robustbase, robreg3S |
| Imports: | Matrix, GSE |
| Suggests: | systemfit |
| Published: | 2021-10-04 |
| DOI: | 10.32614/CRAN.package.robustsur |
| Author: | Claudio Agostinelli
 [aut, cre],
Giovanni Saraceno
[aut] |
| Maintainer: | Claudio Agostinelli <claudio.agostinelli at unitn.it> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | robustsur results |
Documentation:
| Reference manual: | robustsur.pdf |
Downloads:
| Package source: | robustsur_0.0-7.tar.gz |
| Windows binaries: | r-devel: robustsur_0.0-7.zip, r-release: robustsur_0.0-7.zip, r-oldrel: robustsur_0.0-7.zip |
| macOS binaries: | r-release (arm64): robustsur_0.0-7.tgz, r-oldrel (arm64): robustsur_0.0-7.tgz, r-release (x86_64): robustsur_0.0-7.tgz, r-oldrel (x86_64): robustsur_0.0-7.tgz |
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