Subscribe to DSC Newsletter

Source code for Robust Ridge and Linear Regression with Bootstrap

Works well with non Gaussian data or outliers. Allows you to set up bounds on the regression parameters (similar to ridge regression). Does not use matrix inversion, thus numerically stable. Robust parameter estimation based on Monte-Carlo simulations and re-sampling. The source code can easily be modified to perform logistic regression. This package can be used by scientists, programmers, analysts or engineers with limited statistical knowledge. Works on Unix, Linux or Windows. We will help you install the software on your machine, at no cost.

Click here to download. It's free!

Views: 9478

Tags: bootstrap, linear regression, multivariate, ridge regression, robust statistics

Comment

You need to be a member of AnalyticBridge to add comments!

Join AnalyticBridge

On Data Science Central

© 2019   AnalyticBridge.com is a subsidiary and dedicated channel of Data Science Central LLC   Powered by

Badges  |  Report an Issue  |  Privacy Policy  |  Terms of Service