Finds a robust instrumental variables estimator using a high breakdown point S-estimator of multivariate location and scatter matrix.
| Version: | 2.0-5 |
| Depends: | MASS, rrcov, quantreg |
| Published: | 2018-05-24 |
| DOI: | 10.32614/CRAN.package.riv |
| Author: | Gabriela Cohen-Freue and Davor Cubranic, with contributions from B. Kaufmann and R.H. Zamar |
| Maintainer: | Gabriela Cohen-Freue <gcohen at stat.ubc.ca> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | riv results |
| Reference manual: | riv.pdf |
| Package source: | riv_2.0-5.tar.gz |
| Windows binaries: | r-devel: riv_2.0-5.zip, r-release: riv_2.0-5.zip, r-oldrel: riv_2.0-5.zip |
| macOS binaries: | r-release (arm64): riv_2.0-5.tgz, r-oldrel (arm64): riv_2.0-5.tgz, r-release (x86_64): riv_2.0-5.tgz, r-oldrel (x86_64): riv_2.0-5.tgz |
| Old sources: | riv archive |
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