Robust Data Analysis Through Monitoring and Dynamic
Visualization
Description
Provides interface to the 'MATLAB' toolbox 'Flexible Statistical Data Analysis
(FSDA)' which is a comprehensive and computationally efficient
software package for robust statistics in regression, multivariate
and categorical data analysis. The current R version implements tools
for regression: (forward search, S- and MM-estimation, least trimmed
squares (LTS) and least median of squares (LMS)), for multivariate analysis
(forward search, S- and MM-estimation), for cluster analysis and cluster-wise regression.
The distinctive feature of our package is the possibility of
monitoring the statistics of interest as function of breakdown point,
efficiency or subset size, depending on the estimator. This is
accompanied by a rich set of graphical features, such as dynamic
brushing, linking, particularly useful for exploratory data analysis.