https://github.com/aalfons/shootings
Implementation of the shooting S-estimator for cellwise robust regression
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Implementation of the shooting S-estimator for cellwise robust regression
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Created over 6 years ago
· Last pushed over 6 years ago
https://github.com/aalfons/shootingS/blob/master/
# Shooting S-estimator for cellwise robust regression The file `functions_shootingS.R` contains the implementation of the shooting S-estimator for cellwise robust regression. Details on this estimator can be found in: V. llerer, A. Alfons, C. Croux (2016). [The shooting S-estimator for robust regression](https://doi.org/10.1007/s00180-015-0593-7). *Computational Statistics*, 31(3), 829-844. The code was written by Viktoria llerer, the first author of the paper. It is free software and comes with absolutely no warranty. I'm hosting the code here in my role as co-author of the paper, since the website on which the code was originally published is no longer available.
Owner
- Name: Andreas Alfons
- Login: aalfons
- Kind: user
- Location: Rotterdam, Netherlands
- Company: Erasmus University Rotterdam
- Website: https://personal.eur.nl/alfons/
- Repositories: 11
- Profile: https://github.com/aalfons