RobStatTM1.0.8 package

Robust Statistics: Theory and Methods

bisquare

Tuning parameter the rho loss functions

BYlogreg

Bianco and Yohai estimator for logistic regression

cov.dcml

Approximate covariance matrix of the DCML regression estimator.

covClassic

Classical Covariance Estimation

DCML

DCML regression estimator

drop1.lmrobdetMM

RFPE of submodels of an lmrobdetMM fit

fastmve

Minimum Volume Ellipsoid covariance estimator

huber

Tuning parameter the rho loss functions

INVTR2

Robust R^2 coefficient of determination

KurtSDNew

Robust multivariate location and scatter estimators

lmrobdet.control

Tuning parameters for lmrobdetMM and lmrobdetDCML

lmrobdetDCML

Robust Distance Constrained Maximum Likelihood estimators for linear r...

lmrobdetMM

Robust Linear Regression Estimators

lmrobdetMM.RFPE

Robust Final Prediction Error

lmrobM.control

Tuning parameters for lmrobM

lmrobM

Robust estimators for linear regression with fixed designs

MLocDis

Robust univariate location and scale M-estimators

MMPY

MM regression estimator using Pen~a-Yohai candidates

MMultiSHR

MM robust multivariate location and scatter estimator

mopt

Tuning parameter for a rho function in the modified (asymptotic bias-)...

moptv0

Tuning parameter for a rho function in the modified (asymptotic bias-)...

mscale

M-scale estimator

Multirobu

Robust multivariate location and scatter estimators

opt

Tuning parameter for a rho function in the (asymptotic bias-) optimal ...

optv0

Tuning parameter for a rho function in the (asymptotic bias-) optimal ...

prcompRob

Robust Principal Components Cont'd

refine.sm

IRWLS iterations for S- or M-estimators

rho

Rho functions

rhoprime

The first derivative of the rho function

rhoprime2

The second derivative of the rho function

rob.linear.test

Robust likelihood ratio test for linear hypotheses

RockeMulti

Rocke's robust multivariate location and scatter estimator

SMPCA

Robust principal components

SMPY

SM regression estimator using Pen~a-Yohai candidates

step.lmrobdetMM

Robust stepwise using RFPE

WBYlogreg

Bianco and Yohai estimator for logistic regression

WMLlogreg

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.

  • Maintainer: Matias Salibian-Barrera
  • License: GPL (>= 3)
  • Last published: 2023-11-27