[R] Robust GAM that covers Gaussian Distributions
Ilaria Prosdocimi
ilapro at ceh.ac.uk
Wed Feb 25 16:27:13 CET 2015
Ilaria Prosdocimi <ilapro <at> ceh.ac.uk> writes:
>
> 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
>
>
For information - in case somebody finds this post again in the future,
the original files have now been restored in the KULeuven website at
this address
http://wis.kuleuven.be/stat/stat-inferen/codes
I have also packaged the code in a R package which can be accessed on
GitHub (and installed with devtools::install_github) at
https://github.com/ilapros/DoubleRobGam
Best
Ilaria
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