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>.

Version: 0.0-7
Depends: R (≥ 3.0.0), robustbase, robreg3S
Imports: Matrix, GSE
Suggests: systemfit
Published: 2021-10-04
Author: Claudio Agostinelli ORCID iD [aut, cre], Giovanni Saraceno ORCID iD [aut]
Maintainer: Claudio Agostinelli <claudio.agostinelli at unitn.it>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: README
CRAN checks: robustsur results

Documentation:

Reference manual: robustsur.pdf

Downloads:

Package source: robustsur_0.0-7.tar.gz
Windows binaries: r-devel: robustsur_0.0-7.zip, r-release: robustsur_0.0-7.zip, r-oldrel: robustsur_0.0-7.zip
macOS binaries: r-release (arm64): robustsur_0.0-7.tgz, r-release (x86_64): robustsur_0.0-7.tgz, r-oldrel: robustsur_0.0-7.tgz

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