Package: robustsur 0.0-7

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) <arxiv:2107.00975>.

Authors:Claudio Agostinelli [aut, cre], Giovanni Saraceno [aut]

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Last updated 3 years agofrom:1f7d4ef7f4. Checks:OK: 5 NOTE: 2. Indexed: yes.

Exports:eigenkroneckersurerob

Dependencies:cellWiseclicolorspaceDEoptimRfansifarverggplot2gluegridExtraGSEgtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmgcvmunsellmvtnormnlmepcaPPpillarpkgconfigplyrR6RColorBrewerRcppRcppArmadilloreshape2rlangrobreg3Srobustbaserrcovscalesshapestringistringrsvdtibbleutf8vctrsviridisLitewithr