[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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