galts (Q36282): Difference between revisions
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Removed claim: depends on software (P342): DEoptim (Q20661) |
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Property / last update: 24 November 2017 / rank | |||||||||||||||
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publication date: 15 November 2010
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publication date: 5 February 2011
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publication date: 7 January 2012
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publication date: 7 February 2013
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publication date: 20 August 2023
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20 August 2023
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Property / last update: 20 August 2023 / rank | |||||||||||||||
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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. | |||||||||||||||
Property / 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. / rank | |||||||||||||||
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Property / author: Mehmet Hakan Satman / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 2.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
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Property / copyright license: GNU General Public License, version 3.0 / qualifier | |||||||||||||||
edition/version: expanded from: GPL (English) | |||||||||||||||
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Property / depends on software: genalg / rank | |||||||||||||||
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Property / depends on software: DEoptim / rank | |||||||||||||||
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Property / source code repository: https://github.com/cran/galts / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:c932015188d367f91ffb32140b3e272945ea4b18 / rank | |||||||||||||||
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Property / Software Heritage ID: swh:1:snp:c932015188d367f91ffb32140b3e272945ea4b18 / qualifier | |||||||||||||||
Property / Software Heritage ID: swh:1:snp:c932015188d367f91ffb32140b3e272945ea4b18 / qualifier | |||||||||||||||
point in time: 8 September 2023
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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 |
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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