Penalised S-regression estimators
This page contains R code implementing penalised S-estimators
as proposed in
- Tharmaratnam, K., Claeskens, G., Croux, C. and
Salibian-Barrera, M. (2010). S-estimation for penalised
regression splines. To appear in the Journal of
Computational and Graphical Statistics.
Available on-line here.
- R
code for penalized S-estimators
is available
here.
- An example script
to illustrate the use of the above code is available
here.
- Running the script above generates
this plot (click on it to open)
Please send any comments
or feedback to Matias at "matias+stat-ubc-ca".
Last updated Mar 28, 2014.