TEEReg: Trimmed Elemental Estimation for Linear Models

For fitting multiple linear regressions, the ordinary least squares approach is sensitive to outliers and/or violations of model assumptions. The trimmed elemental estimators are more robust to such situations. This package contains functions for computing the trimmed elemental estimates, as well as for creating the bias-corrected and accelerated bootstrap confidence intervals based on elemental regressions.

Version: 1.1
Imports: stats, utils
Published: 2016-06-14
Author: Wei Jiang and Matthew S. Mayo
Maintainer: Wei Jiang <wjiang at kumc.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Robust
CRAN checks: TEEReg results


Reference manual: TEEReg.pdf
Package source: TEEReg_1.1.tar.gz
Windows binaries: r-devel: TEEReg_1.1.zip, r-release: TEEReg_1.1.zip, r-oldrel: TEEReg_1.1.zip
OS X binaries: r-release: TEEReg_1.1.tgz, r-oldrel: TEEReg_1.1.tgz
Old sources: TEEReg archive


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