This package provides linear models based on Theil-Sen single median and Siegel repeated medians. They are very robust (29 or 50 percent breakdown point, respectively), and if no outliers are present, the estimators are very similar to OLS.
| Version: | 0.11 |
| Date: | 2007-07-23 |
| Author: | Lukasz Komsta |
| Maintainer: | Lukasz Komsta <luke at novum.am.lublin.pl> |
| License: | GPL version 2 or newer. http://www.gnu.org/copyleft/gpl.html |
| URL: | http://www.r-project.org, http://www.komsta.net/ |
| In views: | Robust |
| CRAN checks: | mblm results |
Downloads:
| Package source: | mblm_0.11.tar.gz |
| MacOS X binary: | mblm_0.11.tgz |
| Windows binary: | mblm_0.11.zip |
| Reference manual: | mblm.pdf |
| Old sources: | mblm archive |