StochaTR

MaRDI QIDQ23063swMATHFDO

Official website http://www.inside-r.org/packages/cran/StochaTR

Described by source

• Stochastic linear programming with a distortion risk constraint

Cited in

(14)

• Computationally tractable counterparts of distributionally robust constraints on risk measures
• Exact computation of the halfspace depth
• On general notions of depth for regression
• Fast Computation of Tukey Trimmed Regions and Median in Dimension p > 2
• Rglpk
• CompPD
• OjaNP
• Dowd
• modQR
• moQuantile
• depth.plot
• TukeyRegion
• Choosing among notions of multivariate depth statistics
• A general solution for robust linear programs with distortion risk constraints

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