Package: rmargint 2.0.3
rmargint: Robust Marginal Integration Procedures
Three robust marginal integration procedures for additive models based on local polynomial kernel smoothers. As a preliminary estimator of the multivariate function for the marginal integration procedure, a first approach uses local constant M-estimators, a second one uses local polynomials of order 1 over all the components of covariates, and the third one uses M-estimators based on local polynomials but only in the direction of interest. For this last approach, estimators of the derivatives of the additive functions can be obtained. All three procedures can compute predictions for points outside the training set if desired. See Boente and Martinez (2017) <doi:10.1007/s11749-016-0508-0> for details.
Authors:
rmargint_2.0.3.tar.gz
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rmargint.pdf |rmargint.html✨
rmargint/json (API)
| # Install 'rmargint' in R: |
| install.packages('rmargint', repos = c('https://alemermartinez.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/alemermartinez/rmargint/issues
Last updated 11 months agofrom:749f936599. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 17 2024 |
| R-4.5-win-x86_64 | OK | Sep 17 2024 |
| R-4.5-linux-x86_64 | OK | Sep 17 2024 |
| R-4.4-win-x86_64 | OK | Sep 17 2024 |
| R-4.4-mac-x86_64 | OK | Sep 17 2024 |
| R-4.4-mac-aarch64 | OK | Sep 17 2024 |
| R-4.3-win-x86_64 | OK | Sep 17 2024 |
| R-4.3-mac-x86_64 | OK | Sep 17 2024 |
| R-4.3-mac-aarch64 | OK | Sep 17 2024 |
Exports:k.epankernel10kernel4kernel6kernel8margint.clmargint.robmy.norm.2psi.huberpsi.tukey
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Robust marginal integration estimators for additive models. | rmargint-package rmargint |
| Deviance for objects of class 'margint' | deviance.margint |
| Fitted values for objects of class 'margint' | fitted.values.margint |
| Additive model formula | formula.margint |
| Epanechnikov kernel | k.epan |
| Order 10 kernel | kernel10 |
| Order 4 kernel | kernel4 |
| Order 6 kernel | kernel6 |
| Order 8 kernel | kernel8 |
| Classic marginal integration procedures for additive models | margint.cl |
| Robust marginal integration procedures for additive models | margint.rob |
| Euclidean norm of a vector | my.norm.2 |
| Diagnostic plots for objects of class 'margint' | plot.margint |
| Fitted values for objects of class 'margint' | predict.margint |
| Print a Marginal Integration procedure | print.margint |
| Derivative of Huber's loss function. | psi.huber |
| Derivative of Tukey's bi-square loss function. | psi.tukey |
| Residuals for objects of class 'margint' | residuals.margint |
| Summary for additive models fits using a marginal integration procedure | summary.margint summary.margint.cl summary.margint.rob |
