Showing 2 of total 2 results (show query)
msalibian
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.
Maintained by Matias Salibian-Barrera. Last updated 21 days ago.
robustrobust-estimationrobust-regressionrobust-statisticsrobustnessstatisticsfortranopenblas
17 stars 10.23 score 84 scripts 8 dependents
tobiasschoch
wbacon:Weighted BACON Algorithms
The BACON algorithms are methods for multivariate outlier nomination (detection) and robust linear regression by Billor, Hadi, and Velleman (2000) <doi:10.1016/S0167-9473(99)00101-2>. The extension to weighted problems is due to Beguin and Hulliger (2008) <https://www150.statcan.gc.ca/n1/en/catalogue/12-001-X200800110616>; see also <doi:10.21105/joss.03238>.
Maintained by Tobias Schoch. Last updated 7 months ago.
outlieroutlier-detectionrobust-regressionstatisticsopenblasopenmp
2 stars 4.00 score 8 scripts