Displaying 2 results from an estimated 2 matches for "aviud".
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avid
1999 Jan 05
2
PLS Code
Has anyone implemented partial least squares in R? I know there is code
in the S archive, but it is a shar file and I run R/S-Plus on a NT 4.0
machine.
Thanks!
Jeff
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1999 Jan 11
0
R: Regression with t errors?
...CC: "'R-Help'" <r-help at stat.math.ethz.ch>
> Subject: [R] R: Regression with t errors?
>
> Has anybody implemented/knows about ways to do in R regression
> based on t-distributed residuals? I can write something with
> IRLS, but would like to know if I can aviud it.
>
> Kjetil Halvorsen
This is just M-estimation with a particular form of down-weighting.
You should be able to harness my rlm function (use the version in
lqs.tar.gz) to do this for you just by writing a weighting function
in R.
--
Brian D. Ripley, ripley at stats.ox....