rtModel.robust {hpiR}

Repeat transaction model approach with robust estimator

Description

Use of robust estimator in repeat transactions model approach

Usage

## S3 method for class 'robust'
rtModel(rt_df, time_matrix, price_diff, estimator,
  lm_recover = TRUE, ...)

Arguments

rt_df

Repeat transactions dataset from rtCreateTrans()

time_matrix

Time matrix object from rtTimeMatrix()

price_diff

Difference in price between the two transactions

estimator

Type of model to estimates (base, robust, weighted). Must be in that class.

lm_recover

(TRUE) Allows robust model to use linear model if it fails

...

Additional arguments

Further Details

See '?rtModel' for more information