robrmx

Key features

• Asymptotically linear estimators for infinitesimal neighborhoods
• Finite-sample corrections and diagnostic plots
• Reliable estimates under model deviations and outliers

About

robrmx implements radius-minimax estimators, a class of optimally-robust procedures (Kohl 2005; Rieder et al. 2008), with diagnostics and finite-sample corrections. Development version on GitHub.

Installation

> remotes::install_github("stamats/robrmx")

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