CRAN/E | riv

riv

Robust Instrumental Variables Estimator

Installation

About

Finds a robust instrumental variables estimator using a high breakdown point S-estimator of multivariate location and scatter matrix.

Key Metrics

Version 2.0-5
Published 2018-05-24 2165 days ago
Needs compilation? no
License GPL-2
CRAN checks riv results

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Maintainer

Maintainer

Gabriela Cohen-Freue

gcohen@stat.ubc.ca

Authors

Gabriela Cohen-Freue
Davor Cubranic
B. Kaufmann
R.H. Zamar

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

riv archive

Depends

MASS
rrcov
quantreg