This package provides robust estimation for generalized additive models. It implements a fast and stable algorithm in Wong, Yao and Lee (2013). The implementation also contains three automatic selection methods for smoothing parameter. They are designed to be robust to outliers. For more details, see Wong, Yao and Lee (2013).
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Summary
This package provides robust estimation for generalized additive models. It implements a fast and stable algorithm in Wong, Yao and Lee (2013). The implementation also contains three automatic selection methods for smoothing parameter. They are designed to be robust to outliers. For more details, see Wong, Yao and Lee (2013).
Information Last Updated
Apr 22, 2025 at 15:32
License
GPL-2
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3
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