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An implementation for computing Optimal B-Robust Estimators of two-parameter distribution. The procedure is composed of some equations that are evaluated alternatively until the solution is reached. Some tools for analyzing the estimates are included. The most relevant is covariance matrix computation using a closed formula.
| Version: | 0.2-0 |
| Depends: | R (≥ 4.0.0), pracma (≥ 1.7.3) |
| Imports: | methods |
| Published: | 2023-06-09 |
| Author: | Andrea Riboldi [aut], Ivan Luciano Danesi [aut], Fabio Piacenza [aut, cre], Oliver Kuehnle [aut], Davide Di Vincenzo [aut], Ruben Ciaponi [ctb], Stephen Allen [ctb], Novella Saccenti [ctb], Annarita Filippi [ctb] |
| Maintainer: | Fabio Piacenza <fabio.piacenza at unicredit.eu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| CRAN checks: | OBRE results |
| Reference manual: | OBRE.pdf |
| Package source: | OBRE_0.2-0.tar.gz |
| Windows binaries: | r-devel: OBRE_0.2-0.zip, r-release: OBRE_0.2-0.zip, r-oldrel: OBRE_0.2-0.zip |
| macOS binaries: | r-release (arm64): OBRE_0.2-0.tgz, r-oldrel (arm64): OBRE_0.2-0.tgz, r-release (x86_64): OBRE_0.2-0.tgz, r-oldrel (x86_64): OBRE_0.2-0.tgz |
| Old sources: | OBRE archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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