| Name : R-galts
| |
| Version : 1.3.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:19:14
|
| Group : Development/Libraries/Other
| Source RPM : R-galts-1.3.2-lp153.1.5.src.rpm
|
| Size : 0.03 MB
| |
| Packager : (none)
| |
| Summary : Genetic Algorithms and C-Steps Based LTS (Least Trimmed Squares) Estimation
|
Description :
Includes the ga.lts() function that estimates LTS (Least Trimmed
Squares) parameters using genetic algorithms and C-steps. ga.lts()
constructs a genetic algorithm to form a basic subset and iterates
C-steps as defined in Rousseeuw and van-Driessen (2006) to calculate
the cost value of the LTS criterion. OLS (Ordinary Least Squares)
regression is known to be sensitive to outliers. A single outlying
observation can change the values of estimated parameters. LTS is a
resistant estimator even the number of outliers is up to half of the
data. This package is for estimating the LTS parameters with lower bias
and variance in a reasonable time. Version >=1.3 includes the function
medmad for fast outlier detection in linear regression.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
