CRAN/E | OBRE

OBRE

Optimal B-Robust Estimator Tools

Installation

About

An implementation for computing Optimal B-Robust Estimators of two-parameter distribution. The procedure is composed of some equations that are evaluated alternatively until the solution is reached. Some tools for analyzing the estimates are included. The most relevant is covariance matrix computation using a closed formula.

Key Metrics

Version 0.2-0
R ≥ 4.0.0
Published 2023-06-09 327 days ago
Needs compilation? no
License GPL (≥ 3)
CRAN checks OBRE results

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Maintainer

Maintainer

Fabio Piacenza

fabio.piacenza@unicredit.eu

Authors

Andrea Riboldi

aut

Ivan Luciano Danesi

aut

Fabio Piacenza

aut / cre

Oliver Kuehnle

aut

Davide Di Vincenzo

aut

Ruben Ciaponi

ctb

Stephen Allen

ctb

Novella Saccenti

ctb

Annarita Filippi

ctb

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Old Sources

OBRE archive

Depends

R ≥ 4.0.0
pracma ≥ 1.7.3

Imports

methods