OBRE: Optimal B-Robust Estimator Tools

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.

Version: 0.2-0
Depends: R (≥ 4.0.0), pracma (≥ 1.7.3)
Imports: methods
Published: 2023-06-09
Author: 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]
Maintainer: Fabio Piacenza <fabio.piacenza at unicredit.eu>
License: GPL (≥ 3)
NeedsCompilation: no
CRAN checks: OBRE results


Reference manual: OBRE.pdf


Package source: OBRE_0.2-0.tar.gz
Windows binaries: r-devel: OBRE_0.2-0.zip, r-release: OBRE_0.2-0.zip, r-oldrel: OBRE_0.2-0.zip
macOS binaries: r-release (arm64): OBRE_0.2-0.tgz, r-oldrel (arm64): OBRE_0.2-0.tgz, r-release (x86_64): OBRE_0.2-0.tgz, r-oldrel (x86_64): OBRE_0.2-0.tgz
Old sources: OBRE archive


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