This package includes the ga.lts function that estimates LTS (Least Trimmed Squares) parameters using genetic algorithms and C-steps. ga.lts() constructs a genetic algorithm to form a basic subset and iterates C-steps as defined in Rousseeuw and van-Driessen (2006) to calculate the cost value of the LTS criterion. OLS(Ordinary Least Squares) regression is known to be sensitive to outliers. A single outlying observation can change the values of estimated parameters. LTS is a resistant estimator even the number of outliers is up to half of the data. This package is for estimating the LTS parameters with lower bias and variance in a reasonable time. Version 1.3 included the function medmad for fast outlier detection in linear regression.

Version: | 1.3 |

Depends: | genalg, DEoptim |

Published: | 2013-02-07 |

Author: | Mehmet Hakan Satman |

Maintainer: | Mehmet Hakan Satman <mhsatman at istanbul.edu.tr> |

License: | GPL-2 | GPL-3 [expanded from: GPL] |

NeedsCompilation: | no |

CRAN checks: | galts results |

Reference manual: | galts.pdf |

Package source: | galts_1.3.tar.gz |

Windows binaries: | r-devel: galts_1.3.zip, r-release: galts_1.3.zip, r-oldrel: galts_1.3.zip |

OS X Mavericks binaries: | r-release: galts_1.3.tgz, r-oldrel: galts_1.3.tgz |

Old sources: | galts archive |

Please use the canonical form
`https://CRAN.R-project.org/package=galts`
to link to this page.