[R] Robust GAM that covers Gaussian Distributions

Ilaria Prosdocimi ilapro at ceh.ac.uk
Mon Jun 3 12:22:54 CEST 2013


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



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