Basic Robust Statistics
Bianco-Yohai Estimator for Robust Logistic Regression
Internal Functions of Package 'robustbase'
Control Settings for covMcd and ltsReg
Robust Tau-Estimate of Scale
Statistics for Skewness-adjusted Boxplots
Compute (Skewness-adjusted) Multivariate Outlyingness
Analysis of Robust Quasi-Deviance for "glmrob" Objects
Analysis of Robust Deviances ('anova') for "lmrob" Objects
Predict method for Robust Linear Model ("lmrob") Fits
Print Method for Objects of Class "lmrob"
Plot an Adjusted Boxplot for Skew Distributions
Change Defaults (Parameters) of "Psi Function" Objects
Compute Classical Principal Components via SVD or Eigen
Fast Row or Column-wise Medians of a Matrix
Co-Median Location and Scatter "Covariance" Estimator
Robust Location and Scatter Estimation via MCD
Orthogonalized Gnanadesikan-Kettenring (OGK) Covariance Matrix Estimat...
Robust Distance Plots
Extract the Estimation Method 'Estimethod' from a Fitted Model
Remove Columns (or Rows) From a Matrix to Make It Full Rank
Class "functionX" of Psi-like Vectorized Functions
Class "functionXal" of Functionals (of Psi-like functions)
Controlling Robust GLM Fitting by Different Methods
Robust Fitting of Generalized Linear Models
Compute h, the subsample size for MCD and LTS
Huberization -- Bringing Outliers In
Safe (generalized) Huber M-Estimator of Location
Left and Right Medcouple, Robust Measures of Tail Weight
Compute Design Adaptive Scale estimate
Compute M-estimators of regression
Tuning Parameters for lmrob() and Auxiliaries
MM-type estimator for regression
Least Absolute Residuals / L1 Regression
M-S regression estimators
MM-type Estimators for Linear Regression
S-regression estimators
Robust LTS Regression Diagnostic Plots
Least Trimmed Squares Robust (High Breakdown) Regression
Psi / Chi / Wgt / Rho Functions for *M-Estimation
Medcouple, a Robust Measure of Skewness
MM-, Tau-, CM-, and MTL- Estimators for Nonlinear Robust Regression
Control Nonlinear Robust Regression Algorithms
Robust Fitting of Nonlinear Regression Models
Robust Regression Outlier Statistics
Plot an Object of the "Psi Function" Class
Plot Method for "lmrob" Objects
Predict Method for Robust GLM ("glmrob") Fits
Class of "Psi Functions" for M-Estimation
Find Tuning Constant(s) for "lqq" and "ggw" Psi Functions
Constructor for Objects "Psi Function" Class
Robust Location-Free Scale Estimate More Efficient than MAD
Robust Distance based observation orderings based on robust "Six pack"
Simple Matrix Rank
Residuals of Robust Generalized Linear Model Fits
Extract 'Sigma' - Standard Deviation of Errors for Robust Models
Smooth Weighting Function - Generalized Biweight
Robust Location-Free Scale Estimate More Efficient than MAD
Split Continuous and Categorical Predictors
Print a Nice "summary" of Robustness Weights
Summarizing Robust Fits of Generalized Linear Models
Summary Method for "lmrob" Objects
Summary Method for LTS objects
Summary Method for MCD objects
Summarizing Robust Fits of Nonlinear Regression Models
Tolerance Ellipse Plot
Tukey's Bi-square Score (Psi) and "Chi" (Rho) Functions and Derivative...
Extract Robustness and Model Weights
Weighted Hi-Median
Extreme Data examples
"Essential" Robust Statistics. Tools allowing to analyze data with robust methods. This includes regression methodology including model selections and multivariate statistics where we strive to cover the book "Robust Statistics, Theory and Methods" by 'Maronna, Martin and Yohai'; Wiley 2006.
Useful links