Robust Statistics: Theory and Methods
DCML regression estimator
Tuning parameter for a rho function in the modified (asymptotic bias-)...
Tuning parameter for a rho function in the modified (asymptotic bias-)...
The first derivative of the rho function
The second derivative of the rho function
Robust likelihood ratio test for linear hypotheses
Robust Linear Regression Estimators
Tuning parameter the rho loss functions
Bianco and Yohai estimator for logistic regression
Approximate covariance matrix of the DCML regression estimator.
Classical Covariance Estimation
RFPE of submodels of an lmrobdetMM
fit
Minimum Volume Ellipsoid covariance estimator
Tuning parameter the rho loss functions
Robust R^2 coefficient of determination
Robust multivariate location and scatter estimators
Tuning parameters for lmrobdetMM and lmrobdetDCML
Robust Distance Constrained Maximum Likelihood estimators for linear r...
Robust Final Prediction Error
Tuning parameters for lmrobM
Robust estimators for linear regression with fixed designs
Robust univariate location and scale M-estimators
MM regression estimator using Pen~a-Yohai candidates
MM robust multivariate location and scatter estimator
Robust multivariate location and scatter estimators
Tuning parameter for a rho function in the (asymptotic bias-) optimal ...
Tuning parameter for a rho function in the (asymptotic bias-) optimal ...
Robust Principal Components Cont'd
IRWLS iterations for S- or M-estimators
Rho functions
Rocke's robust multivariate location and scatter estimator
M-scale estimator
Robust principal components
SM regression estimator using Pen~a-Yohai candidates
Robust stepwise using RFPE
Bianco and Yohai estimator for logistic regression
Weighted likelihood estimator for the logistic model
Companion package for the book: "Robust Statistics: Theory and Methods, second edition", <http://www.wiley.com/go/maronna/robust>. This package contains code that implements the robust estimators discussed in the recent second edition of the book above, as well as the scripts reproducing all the examples in the book.