CRAN

LinearRegressionMDE 1.0

Minimum Distance Estimation in Linear Regression Model

Released Sep 14, 2015 by Jiwoong Kim

This package is available for Renjin and there are no known compatibility issues.

Consider linear regression model Y = Xb + error where the distribution function of errors is unknown, but errors are independent and symmetrically distributed. The package contains a function named LRMDE which takes Y and X as input and returns minimum distance estimator of parameter b in the model.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>LinearRegressionMDE</artifactId>
    <version>1.0-b33</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:LinearRegressionMDE')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 1, 2018.

LRMDE-examples

Source

View GitHub Mirror