robeth package - RDocumentation

gintac

Initial values of theta, A and c_i,...,c_n

cygalg

Conjugate gradient algorithm for the computation of an M-estimate of multivariate location and scatter

dfvals

Provide default values for most scalar parameters used by the Robeth subroutines

psp

psi' weight function for location and regression

kfedcc

Diagonal 'check' matrices D_M, E_M, D_S, and E_S

kiedch

Diagonal matrices D_M, E_M, D_S, E_S when psi is the Huber function

precd

Algorithmic determination of the smallest double precision positive number x

exchd

Exchanges two columns of a symmetric matrix (double precision)

cfrcov

Computation of fC.fC.inv(AT A) for a given matrix A and scale factor fC

RegtauW.f

Auxiliary function for the computation of QQopt

dotp

Forms the scalar (dot) product of two vectors

Dbinom

Diagonal matrix D for the binomial case in discrete GLM

exch

Exchanges two columns of a symmetric matrix

Chi

Chi weight function for location and regression

libet0

Computation of Beta0 = Phi_inv(0.75)

mchld

Cholesky decomposition of a symmetric matrix (double precision)

cynalg

Newton-type algorithm for the computation of an M-estimate of multivariate location and scatter

QD2coef.f

Auxiliary function to find mu and sigma parameter for extended loggamma distribution

Random

Uniform random number generator

h12d

Constructs and/or applies a single elementary Householder transformation (double precision)

permv

Permutes the elements of a vector

hysestw

Resampling algorithm for the computation of weighted S-estimates

gymain

Main algorithm

lilars

Median an median absolute deviation

mtt1

Multiplies an upper-triangular matrix by its transpose

Fn.Exp.f

Parametric estimate of survival cdf

gauss

Cumulative Gaussian distribution function

ingama

Incomplete Gamma-integral function

cquant

Inverse of the cumulative Chi2-distribution function

hylmse

Resampling algorithm for the computation of the LMS estimate

binprd

Binomial probability distribution

fcum

Cumulative F-distribution function

mlyd

Multiplies a lower-triangular matrix by a vector (double precision)

lyhalg

M-estimate of location with simultaneous estimation of scale

chisq

Cumulative Chi-square distribution function

msf

Multiplies a symmetric matrix by a full matrix

gaussd

Cumulative Gaussian distribution function (double precision)

mtt3

Multiplies a triangular matrix by a triangular matrix

cyfalg

Fixed-point algorithm for the computation of an M-estimate of multivariate location and scatter

ruben

Cumulative distribution and density function of a linear combination of chi-2 random variables

Wcv

w weight function for covariances

cerf

Complemented error function (single precision)

kiedcu

Diagonal matrices D_M, E_M, D_S, E_S when psi is a user-supplied function

ktaskv

Covariance matrix of the coefficient estimates of the form f.inv(XT X)

cicloc

Determination of the parameter c of the Huber weight function from the proportion eps of contamination

cerfd

Complemented error function (double precision)

mfy

Multiplies a full matrix by a vector

cia2b2

Determination of the parameters a2 and b2 of the Huber weight function from the proportion eps of contamination

littst

t-test for the shift parameter

mffd

Multiplies a full matrix by a full matrix (double precision)

gytstp

Newton-type algorithm for the theta-step

dpoiss

Diagonal matrix D for the Poisson case in discrete GLM

hyltse

Resampling algorithm for the computation of the LTS estimate

dfcomn

Assigns values to the ROBETH parameters included in common blocks

mss

Multiplies a symmetric matrix by a symmetric matrix

addc

Adds a column vector to a transformed design matrix and updates its QR-decomposition

mhat

Computes the diagonal elements of the hat matrix

rimtrf

Upper triangularization (QR-decomposition) of the design matrix and determination of its pseudorank

cifact

Determination of the correction factor for the M-estimate based on Huber weight function

kfascv

Backtransformation of the covariance matrix of the coefficient estimates

rybifr

Bounded influence regression

comval

Gives the current values ofthe parameters of the ROBETH subroutine common blocks

cibeat

Determination of the parameter d of the Huber weight function

dfrpar

Sets default parameters for regression estimates

liinds

Inverts the approximate null distribution of the sign test statistic

kfedcb

Diagonal hat matrices D_M, E_M, D_S, and E_S

fstord

Determination of the j-th order statistic

Rho

Rho weight function for location and regression

dotpd

Forms the scalar (dot) product of two vectors (double precision)

msfd

Multiplies a symmetric matrix by a full matrix (double precision)

minvd

Inverts a triangular matrix (double precision)

lytau2

tau-test for the shift parameter

Psi

psi weight function for location and regression

mff

Multiplies a full matrix by a full matrix

lymnwt

Nonparametric estimate and confidence intervals for the shift parameter based on the Mann-Whitney test statistic

tisrtc

Permutes the columns of the design matrix: Predictors in omega are placed in the first q positions

cimedv

Initial values for the iterative algorithms implemented in CYFALG, CYNALG, and CYGALG

to.double

Convert local variable to Fortran double precision

liindh

Inverts the approximate null distribution of the one-sample Wilcoxon test statistic

hysest

Resampling algorithm for the computation of S-estimates

Regtau.f

Auxiliary function for the computation of QQopt

messagena

Print a message when a required argument is missing

nrm2d

Forms the Euclidean norm of a vector (double precision)

airefq

Asymptotic relative efficiency of a general M-estimate for a model with mu quantitative and nu qualitative covariates

cirock

Initial values for the Rocke estimates of covariance

lywalg

W-algorithm for M-estimate of location

rilars

Solution of the least absolute residual problem

ktaskw

Covariance matrix of the coefficient estimates of the form f.inv(S1) S2 inv(S1)

mfragr

Generation and comparison of all regressions on subsets of covariates

ucv

u weight function for covariances

gfedca

Diagonal matrices D_G and E_G

msf1

Multiplies a symmetric matrix by a full matrix when the result is a symmetric matrix

rysalg

S-algorithm for M-estimates

mirtsr

Computation of (robust) t-statistics for t-directed search

nrm2

Forms the Euclidean norm of a vector

permc

Permutes the columns of a matrix by means of transpositions

Qn.Exp.f

Auxiliary function to compute quantiles of survival cdf

gycstp

Newton-type algorithm for the c-step

liepsu

Computation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s) dPhi(s) when Psi is a user-supplied external function

rywalg

W-algorithm for M-estimates

userfd

Dummy u user function (double precision)

lgama

Logarithm at the Gamma-function at the point x

ribet0

Computation of the constant Beta0

rynalg

Newton algorithm with adaptive steps for M-estimates

mtt2

Multiplies a lower-triangular matrix by its transpose

zemll

Zeng method for censored data

gyastp

Fixed-point algorithm for the A-step

to.character

Convert local variable to Fortran character

mtt3d

Multiplies a triangular matrix by a triangular matrix (double precision)

airef0

Asymptotic relative efficiency of a general M-estimate for a model with mu quantitative covariates with or without a constant term

kffacv

Correction factor f_H for the covariance matrix of a Huber-type estimate

tteign

Computes the eigenvalues of the matrix Ktau

tfrn2t

Computes the Rn2-test statistic for a linear hypothesis in canonical form

liclls

Classical estimates of mean and standard deviation

liindw

Inverts the approximate null distribution of the Mann-Whitney test statistic

www

w weight function

libetu

Computation of Int Chi(s) dPhi(s) when Chi is a user-supplied function

minv

Inverts a triangular matrix

xerp

Density of the norm of a standard Gaussian vector with p components

ribeth

Computation of the constant Beta when Chi=Psi.Psi/2 and Psi is the Huber function

xsy

Evaluates a quadratic form

myhbhe

High breakdown point and high efficiency regression with test for bias

ribetu

Computation of the constant Beta when Chi is a user-supplied function

mtyd

Multiplies an upper-triangular matrix by a vector

rysigm

Iterative algorithm for the computation of an M-estimate of the scale parameter when the residuals are given

mssd

Multiplies a symmetric matrix by a symmetric matrix (double precision)

lyhdle

Hodges-Lehman estimate and confidence intervals for the center of symmetry based on the one-sample Wilcoxon test

lmdd

Median and median absolute deviation

robeth-package

Interface for the FORTRAN programs developed at the ETH-Zuerich and then at IUMSP-Lausanne

precs

Algorithmic determination of the smallest double precision positive number x

mty

Multiplies an upper-triangular matrix by a vector

mymvlm

Simultaneous computation of the MVE and LMS estimates

mchl

Cholesky decomposition of a symmetric matrix

tftaut

Computes the tau-test statistic for a linear hypothesis in canonical form

swapd

Interchanges two vectors (double precision)

scald

Scales a double precision vector by a constant

Wpcv

w' weight function for covariances

vcv

v weight function for covariances

wimedv

Initial value of the matrix A

mly

Multiplies a lower-triangular matrix by a vector

QD2funC.f

Auxiliary function to find lambda parameter for extended loggamma distribution

upcv

u' weight function for covariances

rimtrd

Double precision version of RIMTRF

h12

Constructs and/or applies a single elementary Householder transformation

wyfalg

Fixed-point algorithm for the computation of the matrix A

wyfcol

Modified fixed-point algorithm for collinear data in the standardized case

probst

Cumulative t-distribution function

mtt2d

Multiplies a lower-triangular matrix by its transpose (double precision)

kiascv

Covariance matrix of the coefficient estimates of the form f.inv(XT X) in the transformed coordinate system

poissn

Poisson distribution

srt1

Sorts the components of a vector in ascending order

scal

Scales a vector by a constant

wynalg

Newton-Huber algorithm for the computation of the lower-triangular matrix A in the standardized case

quant

Inverse of the standard Gaussian cumulative distribution function

riclls

Solution of the least squares problem

to.single

Convert local variable to Fortran single precision

libeth

Computation of Int Chi(s) dPhi(s) when Chi=Psi.Psi/2 and Psi is the Huber function

msf1d

Multiplies a symmetric matrix by a full matrix when the result is a symmetric matrix

srt2

Sorts the components of a vector in ascending order and permutes the components of another vector accordingly

xerf

Gaussian density function

ryhalg

H-algorithm for M-estimates

liepsh

Computation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s) dPhi(s) when Psi is the Huber function

rmvc

Removes a column from a transformed design matrix and updates its QR-decomposition

mfyd

Multiplies a full matrix by a vector (double precision)

wfshat

Schweppe original weight proposal

ugl

ub weight function for M-estimates in GLM

tauare

Asymptotic relative efficiency of the tau-test

vpcv

v' weight function for covariances

wygalg

Conjugate gradient algorithm for the computation of the lower-triangular matrix A in the standardized case

mtt1d

Multiplies an upper-triangular matrix by its transpose (double precision)

swap

Interchanges two vectors

nlgm

Logarithm of the Gamma-function at the point n/2

tquant

Inverse of the cumulative t-distribution function

to.integer

Convert local variable to Fortran integer

ttaskt

Computes the matrix Ktau

xsyd

Evaluates a quadratic form (double precision)

userfs

Dummy u user function

robeth (version 2.6)

R functions for robust statistics

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Functions in robeth (2.6)