riv: Robust Instrumental Variables Estimator

Finds a robust instrumental variables estimator using a high breakdown point S-estimator of multivariate location and scatter matrix.

Version: 2.0-5
Depends: MASS, rrcov, quantreg
Published: 2018-05-24
DOI: 10.32614/CRAN.package.riv
Author: Gabriela Cohen-Freue and Davor Cubranic, with contributions from B. Kaufmann and R.H. Zamar
Maintainer: Gabriela Cohen-Freue <gcohen at stat.ubc.ca>
License: GPL-2
NeedsCompilation: no
CRAN checks: riv results


Reference manual: riv.pdf


Package source: riv_2.0-5.tar.gz
Windows binaries: r-devel: riv_2.0-5.zip, r-release: riv_2.0-5.zip, r-oldrel: riv_2.0-5.zip
macOS binaries: r-release (arm64): riv_2.0-5.tgz, r-oldrel (arm64): riv_2.0-5.tgz, r-release (x86_64): riv_2.0-5.tgz, r-oldrel (x86_64): riv_2.0-5.tgz
Old sources: riv archive


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