ROptEst

swMATH6096CRANROptEstMaRDI QIDQ18232

Optimally Robust Estimation

Peter Ruckdeschel

Last update: 7 February 2024

Copyright license: GNU Lesser General Public License, version 3.0

Software version identifier: 1.3.1, 0.5.0, 0.6.0, 0.6.2, 0.6.3, 0.7, 0.8.1, 0.8, 0.9, 1.0.1, 1.0, 1.1.0, 1.2.0, 1.2.1, 1.3.3

Source code repository: https://github.com/cran/ROptEst

Description

R infrastructure for optimally robust estimation in general smoothly parameterized models using S4 classes and methods as decribed Kohl, M., Ruckdeschel, P., and Rieder, H. (2010), <doi:10.1007/s10260-010-0133-0>, and in Rieder, H., Kohl, M., and Ruckdeschel, P. (2008), <doi:10.1007/s10260-007-0047-7>.

Cites work

• Infinitesimally robust estimation in general smoothly parametrized models
• The cost of not knowing the radius

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