Inverts a triangular matrix (double precision)
Complemented error function (double precision)
Sets default parameters for regression estimates
Initial values for the Rocke estimates of covariance
Interchanges two vectors (double precision)
Nonparametric estimate and confidence intervals for the
shift parameter based on the Mann-Whitney test statistic
Provide default values for most scalar parameters used by the Robeth subroutines
Binomial probability distribution
Asymptotic relative efficiency of a general M-estimate for a model
with mu quantitative and nu qualitative covariates
t-test for the shift parameter
tau-test for the shift parameter
Resampling algorithm for the computation of S-estimates
Gives the current values ofthe parameters of the ROBETH
subroutine common blocks
Inverse of the cumulative Chi2-distribution function
Diagonal matrices D_G and E_G
Cumulative Gaussian distribution function (double precision)
Computation of Int Chi(s) dPhi(s) when Chi=Psi.Psi/2 and Psi is
the Huber function
Forms the scalar (dot) product of two vectors
Computation of Int Chi(s) dPhi(s) when Chi is a user-supplied function
Fixed-point algorithm for the A-step
Multiplies a lower-triangular matrix by its transpose (double precision)
Multiplies an upper-triangular matrix by a vector
Forms the scalar (dot) product of two vectors (double precision)
Newton-type algorithm for the c-step
Diagonal matrices D_M, E_M, D_S, E_S when psi
is the Huber function
Median an median absolute deviation
Inverts a triangular matrix
Incomplete Gamma-integral function
Auxiliary function to find mu and sigma parameter for extended loggamma
distribution
Cholesky decomposition of a symmetric matrix (double precision)
Auxiliary function to find lambda parameter for extended loggamma distribution
Interface for the FORTRAN programs developed at the ETH-Zuerich and then at IUMSP-Lausanne
Backtransformation of the covariance matrix of the
coefficient estimates
Multiplies a full matrix by a vector (double precision)
psi weight function for location and regression
Adds a column vector to a transformed design matrix and updates its
QR-decomposition
Diagonal matrices D_M, E_M, D_S, E_S when psi
is a user-supplied function
Multiplies a triangular matrix by a triangular matrix
Multiplies a symmetric matrix by a full matrix (double precision)
Computation of fC.fC.inv(AT A) for a given matrix A and scale factor fC
Chi weight function for location and regression
Asymptotic relative efficiency of a general M-estimate for a model
with mu quantitative covariates with or without a constant term
Conjugate gradient algorithm for the computation of
the lower-triangular matrix A in the standardized case
Computation of Li, li and lip
Median and median absolute deviation
Print a message when a required argument is missing
psi' weight function for location and regression
Determination of the parameter c of the Huber weight function from the
proportion eps of contamination
W-algorithm for M-estimates
Chi weight function for location and regression
Determination of the correction factor for the M-estimate based on Huber
weight function
Cumulative Chi-square distribution function
H-algorithm for M-estimates
Bounded influence regression
Newton-type algorithm for the computation of an
M-estimate of multivariate location and scatter
High breakdown point and high efficiency regression with test
for bias
Diagonal matrix D for the binomial case in discrete GLM
Assigns values to the ROBETH parameters included in common blocks
Exchanges two columns of a symmetric matrix (double precision)
Cumulative F-distribution function
Computes the diagonal elements of the hat matrix
Simultaneous computation of the MVE and LMS estimates
psi weight function for location and regression
Initial values of theta, A and c_i,...,c_n
Determination of the j-th order statistic
Cumulative Gaussian distribution function
Diagonal 'check' matrices D_M, E_M, D_S, and E_S
Parametric estimate of survival cdf
Determination of the parameters a2 and b2 of the Huber weight function from the
proportion eps of contamination
Scales a double precision vector by a constant
Multiplies a symmetric matrix by a symmetric matrix
Generation and comparison of all regressions on subsets
of covariates
Gaussian density function
Removes a column from a transformed design matrix and
updates its QR-decomposition
psi' weight function for location and regression
Logarithm of the Gamma-function at the point n/2
Scales a vector by a constant
Diagonal hat matrices D_M, E_M, D_S, and E_S
Determination of the parameter d of the Huber weight function
Multiplies a full matrix by a vector
Computes the matrix Ktau
Constructs and/or applies a single elementary Householder transformation
Sorts the components of a vector in ascending order
The total deviance of the fitted generalizrd linear model
Asymptotic relative efficiency of the tau-test
Constructs and/or applies a single elementary Householder transformation
(double precision)
Computation of Beta0 = Phi_inv(0.75)
Fixed-point algorithm for the computation of an
M-estimate of multivariate location and scatter
Computation of the constant Beta when Chi=Psi.Psi/2 and Psi is the
Huber function
Classical estimates of mean and standard deviation
Computes the eigenvalues of the matrix Ktau
Resampling algorithm for the computation of the LMS estimate
Convert local variable to Fortran character
Diagonal matrix D for the Poisson case in discrete GLM
w weight function for covariances
Initial value of the matrix A
Exchanges two columns of a symmetric matrix
Main algorithm
Computation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s) dPhi(s) when Psi is
a user-supplied external function
Computation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s) dPhi(s) when Psi is
the Huber function
Correction factor f_H for the covariance matrix of a
Huber-type estimate
Multiplies a full matrix by a full matrix
Modified fixed-point algorithm for collinear
data in the standardized case
Computation of the constant Beta when Chi is a user-supplied function
Conjugate gradient algorithm for the computation of an
M-estimate of multivariate location and scatter
Permutes the columns of the design matrix:
Predictors in omega are placed in the first q positions
Covariance matrix of the coefficient estimates of the form
f.inv(XT X) in the transformed coordinate system
Solution of the least absolute residual problem
Inverts the approximate null distribution of the
one-sample Wilcoxon test statistic
Hodges-Lehman estimate and confidence intervals for the
center of symmetry based on the one-sample Wilcoxon test
Inverts the approximate null distribution of the sign test statistic
w' weight function for covariances
rho weight function for location and regression
Logarithm at the Gamma-function at the point x
Computation of (robust) t-statistics for t-directed search
Schweppe original weight proposal
Poisson distribution
Forms the Euclidean norm of a vector
Multiplies a lower-triangular matrix by a vector
Newton-type algorithm for the theta-step
M-estimate of location with simultaneous estimation of scale
Rho weight function for location and regression
Multiplies a full matrix by a full matrix (double precision)
Covariance matrix of the coefficient estimates of the
form f.inv(S1) S2 inv(S1)
S-algorithm for M-estimates
Resampling algorithm for the computation of the LTS estimate
Multiplies a symmetric matrix by a full matrix when the result
is a symmetric matrix
Multiplies a triangular matrix by a triangular matrix (double precision)
Multiplies an upper-triangular matrix by its transpose (double precision)
Covariance matrix of the coefficient estimates of the
form f.inv(XT X)
u' weight function for covariances
Multiplies a lower-triangular matrix by its transpose
Inverts the approximate null distribution of the
Mann-Whitney test statistic
Newton-Huber algorithm for the computation of the
lower-triangular matrix A in the standardized case
Dummy u user function
Forms the Euclidean norm of a vector (double precision)
Double precision version of RIMTRF
Computation of the constant Beta0
Permutes the columns of a matrix by means of transpositions
Computes the Rn2-test statistic for a linear
hypothesis in canonical form
ub weight function for M-estimates in GLM
Sorts the components of a vector in ascending order and permutes the
components of another vector accordingly
Multiplies an upper-triangular matrix by its transpose
Multiplies a symmetric matrix by a full matrix when the result
is a symmetric matrix
Multiplies an upper-triangular matrix by a vector
Multiplies a symmetric matrix by a full matrix
Upper triangularization (QR-decomposition) of the design
matrix and determination of its pseudorank
Newton algorithm with adaptive steps for M-estimates
Multiplies a lower-triangular matrix by a vector (double precision)
Density of the norm of a standard Gaussian vector with
p components
W-algorithm for M-estimate of location
Cholesky decomposition of a symmetric matrix
Multiplies a symmetric matrix by a symmetric matrix (double precision)
Convert local variable to Fortran single precision
v' weight function for covariances
Computes the tau-test statistic for a linear
hypothesis in canonical form
Inverse of the standard Gaussian cumulative distribution function
Solution of the least squares problem
Algorithmic determination of the smallest double precision positive
number x
Permutes the elements of a vector
v weight function for covariances
Iterative algorithm for the computation of an M-estimate
of the scale parameter when the residuals are given
w weight function
Cumulative distribution and density function of a linear
combination of chi-2 random variables
Inverse of the cumulative t-distribution function
Convert local variable to Fortran double precision
v weight function for covariances
Interchanges two vectors
Cumulative t-distribution function
u' weight function for covariances
u weight function for covariances
Convert local variable to Fortran integer
w weight function for covariances
w' weight function for covariances
Algorithmic determination of the smallest double precision positive
number x
Evaluates a quadratic form
Dummy u user function (double precision)
u weight function for covariances
Fixed-point algorithm for the computation of the matrix A
Evaluates a quadratic form (double precision)
Zeng method for censored data
Uniform random number generator
Auxiliary function for the computation of QQopt
Auxiliary function to compute quantiles of survival cdf
Auxiliary function for the computation of QQopt
Initial values for the iterative algorithms implemented in
CYFALG, CYNALG, and CYGALG
Complemented error function (single precision)
Resampling algorithm for the computation of weighted S-estimates