Christos Giannoulis
2013-Jun-02 14:05 UTC
[R] Robust GAM that covers Gaussian Distributions
Dear All, I was looking the r-archives and crantastic...for a package that has a robust approach to generalized additive models. I found two packages "robustgam" and "rgam" but their implemented functions cover only binomial and poisson distributions (pls correct me if I am wrong). I would greatly appreciate if anyone could share with us other packages or robust approaches of general additive modeling that might have a better performance with small data sets (n = 50 -100 records). Thank you very much all for reading this message. I am hoping and looking forward to receiving your reply. Sincerely, Christos Giannoulis [[alternative HTML version deleted]]
Christos Giannoulis <cgiannoul <at> gmail.com> writes:> > Dear All, > > I was looking the r-archives and crantastic...for a package that has a > robust approach to generalized additive models. I found two packages > "robustgam" and "rgam" but their implemented functions > cover only binomial and poisson distributions (pls correct me if I am > wrong). > > I would greatly appreciate if anyone could share with us other packages or > robust approaches of general additive modeling that might have a better > performance with small data sets (n = 50 -100 records). > > Thank you very much all for reading this message. I am hoping and looking > forward to receiving your reply. > > Sincerely, > > Christos Giannoulis > > [[alternative HTML version deleted]] > >Indeed, it seems that both the libraries do not allow normal data. I think you could try to use the code in this page (http://www.stat.ubc.ca/~matias/penalised/) for S-estimation. If you want the code for the Croux et al paper (http://onlinelibrary.wiley.com/doi/10.1111/j.1541-0420.2011.01630.x/full) just email me (ilapro + ceh.ac.uk) - it seems to be not available online anymore. This also allow normal data. Best Ilaria