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RobStatTM (version 1.0.5)

Robust Statistics: Theory and Methods

Description

Companion package for the book: "Robust Statistics: Theory and Methods, second edition", . 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.

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Version

Install

install.packages('RobStatTM')

Monthly Downloads

13,754

Version

1.0.5

License

GPL (>= 3)

Maintainer

Matias Salibian-Barrera

Last Published

April 18th, 2022

Functions in RobStatTM (1.0.5)

initPP

Robust multivariate location and scatter estimators
DCML

DCML regression estimator
pcaRobS

Robust principal components
MMPY

MM regression estimator using Pen~a-Yohai candidates
locScaleM

Robust univariate location and scale M-estimators
logregBY

Bianco and Yohai estimator for logistic regression
INVTR2

Robust R^2 coefficient of determination
covRobRocke

Rocke's robust multivariate location and scatter estimator
covRobMM

MM robust multivariate location and scatter estimator
bisquare

Tuning parameter the rho loss functions
SMPY

SM regression estimator using Pen~a-Yohai candidates
drop1.lmrobdetMM

RFPE of submodels of an lmrobdetMM fit
covClassic

Classical Covariance Estimation
logregWML

Weighted likelihood estimator for the logistic model
lmrobM.control

Tuning parameters for lmrobM
leuk.dat

Leukemia Data
lmrobM

Robust estimators for linear regression with fixed designs
lmrobdet.control

Tuning parameters for lmrobdetMM and lmrobdetDCML
alcohol

Alcohol data
breslow.dat

Breslow Data
glass

Glass data
hearing

Hearing data
lmrobdetDCML

Robust Distance Constrained Maximum Likelihood estimators for linear regression
rho

Rho functions
rhoprime

The first derivative of the rho function
lmrobdetMM.RFPE

Robust Final Prediction Error
mineral

Mineral data
biochem

Biochem data
lmrobdetMM

Robust linear regression estimators
lmrobdetLinTest

Robust likelihood ratio test for linear hypotheses
rhoprime2

The second derivative of the rho function
shock

Shock data
algae

Algae data
skin

Skin data
covRob

Robust multivariate location and scatter estimators
cov.dcml

Approximate covariance matrix of the DCML regression estimator.
huber

Tuning parameter the rho loss functions
bus

Bus data
fastmve

Minimum Volume Ellipsoid covariance estimator
logregWBY

Bianco and Yohai estimator for logistic regression
flour

Flour data
wine

Wine data
scaleM

M-scale estimator
mopt

Tuning parameter for a rho function in the modified (asymptotic bias-) optimal family
refine.sm

IRWLS iterations for S- or M-estimators
neuralgia

Neuralgia data
step.lmrobdetMM

Robust stepwise using RFPE
opt

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

Oats data
resex

Resex data
stackloss

Stackloss data
image

Image data
waste

Waste data
vehicle

Vehicle data
prcompRob

Robust Principal Components Cont'd