I know about these: lqs (with method = "lms", and lmsreg, which as I understand it is equivalent to lqs with method = "lms") Mentions: https://www.rdocumentation.org/packages/MASS/versions/7.3-56/topics/lqs https://stat.ethz.ch/pipermail/r-help/2006-October/115681.html https://stat.ethz.ch/pipermail/r-help/2007-March/126564.html ----- ltsReg, https://www.rdocumentation.org/packages/robustbase/versions/0.1-2/topics/ltsReg nl.lmsNM, https://rdrr.io/cran/nlr/man/nl.lmsNM.html
[RsR] What R functions provide least median of squares regression analysis?
2 messages · Kelly Thompson, Matias Salibian-Barrera
Hi Kelly, That's the only implementation I know, although I haven't used it in many years. It is a notably difficult optimization problem, but I'm not aware of any new developments in the algorithm after the mid- to late-90's, so the implementation in MASS::lqs may very well the state of the art version. Matias
On 2022-05-03 5:57 a.m., Kelly Thompson wrote:
[CAUTION: Non-UBC Email] I know about these: lqs (with method = "lms", and lmsreg, which as I understand it is equivalent to lqs with method = "lms") Mentions: https://www.rdocumentation.org/packages/MASS/versions/7.3-56/topics/lqs https://stat.ethz.ch/pipermail/r-help/2006-October/115681.html https://stat.ethz.ch/pipermail/r-help/2007-March/126564.html ----- ltsReg, https://www.rdocumentation.org/packages/robustbase/versions/0.1-2/topics/ltsReg nl.lmsNM, https://rdrr.io/cran/nlr/man/nl.lmsNM.html
_______________________________________________ R-SIG-Robust at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-robust