Dear All, sorry for the silly question. Does anyone have R code for the (plain) shape and scale Gamma model using M type estimators? Thanks, Claudio -------------------------------------------------------------- Claudio Agostinelli Dipartimento di Statistica Universita' Ca' Foscari di Venezia San Giobbe, Cannaregio 873 30121 Venezia Tel: 041 2347446, Fax: 041 2347444 email: claudio at unive.it, www: www.dst.unive.it/~claudio -------------------------------------------------------------- Per favore non mandatemi allegati in Word o PowerPoint. Si veda http://www.gnu.org/philosophy/no-word-attachments.html Please avoid sending me Word or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html
[RsR] Gamma shape and scale
3 messages · claudio, Matthias Kohl, Matias Salibian-Barrera
Hello Claudio, my R package ROptEst can be used to compute optimally robust estimators for all L2-differentiable (differentiable in quadratic mean) parametric families which are based on a univariate distribution (e.g., the Gamma model). You can find it under (not yet on CRAN): http://www.stamats.de/RobASt.htm You will also need the packages distr, distrEx, RandVar and evd which are on CRAN. Using Linux you might get an error by R CMD check, but this is due to some problems with S4 class protoypes which I haven't corrected yet and which do not affect the corresponding methods you need. After the installation there is the R Skript "GammaModel.R" in the directory of .../ROptEst/Scripts which might help you. Moreover, you can find a short treatment of the Gamma model in Chapter 6 of my thesis http://www.stamats.de/ThesisMKohl.pdf Feel free to contact me directly, if you encounter problems! Kind regards, Matthias
Dear All, sorry for the silly question. Does anyone have R code for the (plain) shape and scale Gamma model using M type estimators? Thanks, Claudio -------------------------------------------------------------- Claudio Agostinelli Dipartimento di Statistica Universita' Ca' Foscari di Venezia San Giobbe, Cannaregio 873 30121 Venezia Tel: 041 2347446, Fax: 041 2347444 email: claudio at unive.it, www: www.dst.unive.it/~claudio -------------------------------------------------------------- Per favore non mandatemi allegati in Word o PowerPoint. Si veda http://www.gnu.org/philosophy/no-word-attachments.html Please avoid sending me Word or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html
_______________________________________________ R-SIG-Robust at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-robust
StaMatS - Statistik + Mathematik Service Dr. rer. nat. Matthias Kohl E-Mail: matthias.kohl at stamats.de Home: www.stamats.de
Hi Claudio, M-estimators in Hampel et al. (1986, pp 238-257) have been implemented by Alfio Marazzi. Look in: http://www.iumsp.ch/Unites/us/Alfio/msp_programmes.htm Full disclosure: these estimators were also implemented in the S-PLUS robust library. Matias
On Wed, 11 Jan 2006, claudio wrote:
Dear All, sorry for the silly question. Does anyone have R code for the (plain) shape and scale Gamma model using M type estimators? Thanks, Claudio -------------------------------------------------------------- Claudio Agostinelli Dipartimento di Statistica Universita' Ca' Foscari di Venezia San Giobbe, Cannaregio 873 30121 Venezia Tel: 041 2347446, Fax: 041 2347444 email: claudio at unive.it, www: www.dst.unive.it/~claudio -------------------------------------------------------------- Per favore non mandatemi allegati in Word o PowerPoint. Si veda http://www.gnu.org/philosophy/no-word-attachments.html Please avoid sending me Word or PowerPoint attachments. See http://www.gnu.org/philosophy/no-word-attachments.html
_______________________________________________ R-SIG-Robust at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-robust