galts (Q36282): Difference between revisions
From MaRDI portal
Changed an Item |
Swh import (talk | contribs) SWHID from Software Heritage |
||||||||||||||
| (2 intermediate revisions by 2 users not shown) | |||||||||||||||
| Property / source code repository | |||||||||||||||
| Property / source code repository: https://github.com/cran/galts / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Software Heritage ID | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:c932015188d367f91ffb32140b3e272945ea4b18 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:c932015188d367f91ffb32140b3e272945ea4b18 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:c932015188d367f91ffb32140b3e272945ea4b18 / qualifier | |||||||||||||||
point in time: 8 September 2023
| |||||||||||||||
| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 20:51, 21 March 2024
Genetic Algorithms and C-Steps Based LTS (Least Trimmed Squares) Estimation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | galts |
Genetic Algorithms and C-Steps Based LTS (Least Trimmed Squares) Estimation |
Statements
20 August 2023
0 references
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.
0 references
8 September 2023
0 references
