RobStatTM - Robust Statistics: Theory and Methods
Companion package for the book: "Robust Statistics: Theory and Methods, second edition", <http://www.wiley.com/go/maronna/robust>. This package contains code that implements the robust estimators discussed in the recent second edition of the book above, as well as the scripts reproducing all the examples in the book.
Last updated 1 days ago
robustrobust-estimationrobust-regressionrobust-statisticsrobustnessstatisticsfortranopenblas
10.21 score 17 stars 8 dependents 84 scripts 13k downloadsRBF - Robust Backfitting
A robust backfitting algorithm for additive models based on (robust) local polynomial kernel smoothers. It includes both bounded and re-descending (kernel) M-estimators, and it computes predictions for points outside the training set if desired. See Boente, Martinez and Salibian-Barrera (2017) <doi:10.1080/10485252.2017.1369077> and Martinez and Salibian-Barrera (2021) <doi:10.21105/joss.02992> for details.
Last updated 2 years ago
5.11 score 2 stars 13 scripts 200 downloads