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: | 0.12.1 |
Published: | 2019-01-26 |
DOI: | 10.32614/CRAN.package.mblm |
Author: | Lukasz Komsta |
Maintainer: | Lukasz Komsta <lukasz.komsta at umlub.pl> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://www.r-project.org, http://www.komsta.net/ |
NeedsCompilation: | no |
In views: | Robust |
CRAN checks: | mblm results |
Reference manual: | mblm.pdf |
Package source: | mblm_0.12.1.tar.gz |
Windows binaries: | r-devel: mblm_0.12.1.zip, r-release: mblm_0.12.1.zip, r-oldrel: mblm_0.12.1.zip |
macOS binaries: | r-release (arm64): mblm_0.12.1.tgz, r-oldrel (arm64): mblm_0.12.1.tgz, r-release (x86_64): mblm_0.12.1.tgz, r-oldrel (x86_64): mblm_0.12.1.tgz |
Old sources: | mblm archive |
Reverse imports: | grwat, scan, scplot, TAD, TSS.RESTREND |
Reverse suggests: | DanielBiostatistics10th |
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