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robust (version 0.7-0)

Port of the S+ "Robust Library"

Description

Methods for robust statistics, a state of the art in the early 2000s, notably for robust regression and robust multivariate analysis.

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Version

Install

install.packages('robust')

Monthly Downloads

4,725

Version

0.7-0

License

GPL (>= 3)

Maintainer

Valentin Todorov

Last Published

February 1st, 2022

Functions in robust (0.7-0)

glmRob

Fit a Robust Generalized Linear Model
gammaRob.control

Control Parameters for gammaRob
gen.data

Generate Data With Contamination
glmRob.object

Robust Generalized Linear Model Fit
covRob.control

Control Parameters for Robust Covariance Estimation
overlaidDenPlot.fdfm

Overlaid Density Plot
glmRob.control

glmRob Control Parameters
leuk.dat

Leuk Data
plot.covfm

Plot Method
plot.fdfm

fdfm Plot Method
qqPlot.fdfm

Comparison Quantile-Quantile Plot
anova.glmRob

ANOVA for Robust Generalized Linear Model Fits
glmRob.mallows

Mallows Type Estimator
ddPlot.covfm

Distance - Distance Plot
distancePlot.covfm

Side-by-Side Mahalanobis Distance Plot
rb.lmRob

Robust Bootstrap Standard Errors
glmRob.mallows.control

Control for Mallows-type Robust GLM Estimator
drop1.lmRob

Compute an Anova Object by Dropping Terms
lsRobTest

Bias Test for Least-Squares Regression Estimates
weibullRob.control

Control Parameters for weibullRob
glmRob.cubif

Robust GLM CUBIF Fitter
mallows.dat

Mallows Data
covClassic

Classical Covariance Estimation
covRob

Robust Covariance/Correlation Matrix Estimation
lmRob.fit

Robust Fitter Functions for Linear Models
ellipsesPlot.covfm

Ellipses Plot - Visual Correlation Matrix Comparison
fitdstn

Maximum-likelihood Fitting of Univariate Distributions
plot.glmRob

Diagnostic Regression Plots
lmRob.control

Control Parameters for Robust Linear Regression
plot.lmRob

Diagnostic Regression Plots
fitdstnRob

Robust Fitting of Univariate Distributions
glmRob.misclass.control

Control for Misclassification Robust GLM Estimator
glmRob.misclass

Consistent Misclassification Estimator
predict.glmRob

Predict Method for Robust Generalized Linear Model Fits
predict.lmRob

Use predict() on an lmRob Object
gammaRob

Robust Estimation of Gamma Distribution Parameters
weight.funs

Weight Functions Psi, Rho, Chi
woodmod.dat

Modified Wood Data
glmRob.cubif.control

Control Parameters for the Bounded Influence Robust GLM Estimator
summary.covfm

Summary Method
lmRob.RFPE

Robust Final Prediction Errors
summary.lmRob

Summarizing Robust Linear Model Fits
summary.glmRob

Summarizing Robust Generalized Linear Model Fits
lmRob.object

Robust Linear Model Objects
lmRob.fit.compute

Fit a Robust Linear Model
stack.dat

Brownlee's Stack-Loss Data
residuals.glmRob

Residuals Methods for glmRob Objects
lognormRob.control

Control Parameters for lognormRob
lognormRob

Robust Estimation of Lognormal Distribution Parameters
test.lmRob

Various Tests of Robust Regression Estimates
step.lmRob

Build a Model in a Stepwise Fashion
lmRob

High Breakdown and High Efficiency Robust Linear Regression
screePlot.covfm

Comparison Screeplot
update.lmRob

Update an lmRob Model Object
weibullRob

Robust Estimation of Weibull Distribution Parameters
breslow.dat

Breslow Data
anova.lmRob

ANOVA for Robust Linear Model Fits