RBF

swMATH38061CRANRBFMaRDI QIDQ53761

Robust Backfitting

Alejandra Martinez, Matias Salibian-Barrera

Last update: 31 August 2023

Software version identifier: 2.1.0, 1.0.0, 2.0.1, 2.1.0, 2.1.1

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

Copyright license: GNU General Public License

Description

A robust backfitting algorithm for additive models based on (robust) local polynomial kernel smoothers. It includes both bounded and re-descending (kernel) M-estimators, and it computes predictions for points outside the training set if desired. See Boente, Martinez and Salibian-Barrera (2017) <doi:10.1080/10485252.2017.1369077> and Martinez and Salibian-Barrera (2021) <doi:10.21105/joss.02992> for details.

Cites work

• Robust estimators for additive models using backfitting
• RBF: An R package to compute a robust backfitting estimator for additive models