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RobStatTM (version 1.0.8)

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

12,608

Version

1.0.8

License

GPL (>= 3)

Maintainer

Matias Salibian-Barrera

Last Published

November 27th, 2023

Functions in RobStatTM (1.0.8)

bus

Bus data
glass

Glass data
covClassic

Classical Covariance Estimation
image

Image data
huber

Tuning parameter the rho loss functions
cov.dcml

Approximate covariance matrix of the DCML regression estimator.
drop1.lmrobdetMM

RFPE of submodels of an lmrobdetMM fit
mopt

Tuning parameter for a rho function in the modified (asymptotic bias-) optimal family
moptv0

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

Robust Linear Regression Estimators
fastmve

Minimum Volume Ellipsoid covariance estimator
flour

Flour data
optv0

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

Robust Principal Components Cont'd
scaleM

M-scale estimator
oats

Oats data
mineral

Mineral data
neuralgia

Neuralgia data
lmrobdetDCML

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

Robust Final Prediction Error
rhoprime

The first derivative of the rho function
skin

Skin data
rho

Rho functions
opt

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

Shock data
step.lmrobdetMM

Robust stepwise using RFPE
stackloss

Stackloss data
refine.sm

IRWLS iterations for S- or M-estimators
wine

Wine data
resex

Resex data
hearing

Hearing data
rhoprime2

The second derivative of the rho function
lmrobdet.control

Tuning parameters for lmrobdetMM and lmrobdetDCML
lmrobM

Robust estimators for linear regression with fixed designs
lmrobM.control

Tuning parameters for lmrobM
vehicle

Vehicle data
leuk.dat

Leukemia Data
lmrobdetLinTest

Robust likelihood ratio test for linear hypotheses
waste

Waste data
covRobRocke

Rocke's robust multivariate location and scatter estimator
INVTR2

Robust R^2 coefficient of determination
DCML

DCML regression estimator
covRob

Robust multivariate location and scatter estimators
logregBY

Bianco and Yohai estimator for logistic regression
MMPY

MM regression estimator using Pen~a-Yohai candidates
initPP

Robust multivariate location and scatter estimators
covRobMM

MM robust multivariate location and scatter estimator
locScaleM

Robust univariate location and scale M-estimators
bisquare

Tuning parameter the rho loss functions
breslow.dat

Breslow Data
logregWML

Weighted likelihood estimator for the logistic model
pcaRobS

Robust principal components
alcohol

Alcohol data
biochem

Biochem data
SMPY

SM regression estimator using Pen~a-Yohai candidates
logregWBY

Bianco and Yohai estimator for logistic regression
algae

Algae data