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RobStatTM (version 1.0.11)

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

1.0.11

License

GPL (>= 3)

Maintainer

Matias Salibian-Barrera

Last Published

October 17th, 2024

Functions in RobStatTM (1.0.11)

alcohol

Alcohol data
leuk.dat

Leukemia Data
algae

Algae data
drop1.lmrobdetMM

RFPE of submodels of an lmrobdetMM fit
covClassic

Classical Covariance Estimation
SMPY

SM regression estimator using Pen~a-Yohai candidates
logregWBY

Bianco and Yohai estimator for logistic regression
fastmve

Minimum Volume Ellipsoid covariance estimator
flour

Flour data
biochem

Biochem data
huber

Tuning parameter the rho loss functions
lmrobM

Robust estimators for linear regression with fixed designs
neuralgia

Neuralgia data
oats

Oats data
image

Image data
lmrobM.control

Tuning parameters for lmrobM
lmrobdetDCML

Robust Distance Constrained Maximum Likelihood estimators for linear regression
lmrobdetMM.RFPE

Robust Final Prediction Error
lmrobdetLinTest

Robust likelihood ratio test for linear hypotheses
moptv0

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

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

Resex data
rho

Rho functions
wine

Wine data
bisquare

Tuning parameter the rho loss functions
breslow.dat

Breslow Data
refine.sm

IRWLS iterations for S- or M-estimators
prcompRob

Robust Principal Components Cont'd
scaleM

M-scale estimator
glass

Glass data
vehicle

Vehicle data
rhoprime

The first derivative of the rho function
lmrobdet.control

Tuning parameters for lmrobdetMM and lmrobdetDCML
waste

Waste data
hearing

Hearing data
rhoprime2

The second derivative of the rho function
step.lmrobdetMM

Robust stepwise using RFPE
lmrobdetMM

Robust Linear Regression Estimators
stackloss

Stackloss data
optv0

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

Mineral data
opt

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

Skin data
shock

Shock data
covRobRocke

Rocke's robust multivariate location and scatter estimator
MMPY

MM regression estimator using Pen~a-Yohai candidates
INVTR2

Robust R^2 coefficient of determination
covRob

Robust multivariate location and scatter estimators
locScaleM

Robust univariate location and scale M-estimators
initPP

Robust multivariate location and scatter estimators
pcaRobS

Robust principal components
covRobMM

MM robust multivariate location and scatter estimator
logregBY

Bianco and Yohai estimator for logistic regression
DCML

DCML regression estimator
logregWML

Weighted likelihood estimator for the logistic model
bus

Bus data
cov.dcml

Approximate covariance matrix of the DCML regression estimator.