robeth: R functions for robust statistics
Version 2.7

Locations problems, M-estimates of coefficients and scale in linear regression, Weights for bounded influence regression, Covariance matrix of the coefficient estimates, Asymptotic relative efficiency of regression M-estimates, Robust testing in linear models, High breakdown point regression, M-estimates of covariance matrices, M-estimates for discrete generalized linear models.

Browse man pages Browse package API and functions Browse package files

AuthorAlfio Marazzi <Alfio.Marazzi@chuv.ch>
Date of publication2013-07-29 14:38:42
MaintainerA. Randriamiharisoa <Alex.Randriamiharisoa@chuv.ch>
LicenseGPL (>= 2)
Version2.7
URL http://www.iumsp.ch/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("robeth")

Man pages

addc: Adds a column vector to a transformed design matrix and...
airef0: Asymptotic relative efficiency of a general M-estimate for a...
airefq: Asymptotic relative efficiency of a general M-estimate for a...
binprd: Binomial probability distribution
cerf: Complemented error function (single precision)
cerfd: Complemented error function (double precision)
cfrcov: Computation of fC.fC.inv(AT A) for a given matrix A and scale...
chi: Chi weight function for location and regression
chi_1: Chi weight function for location and regression
chisq: Cumulative Chi-square distribution function
cia2b2: Determination of the parameters a2 and b2 of the Huber weight...
cibeat: Determination of the parameter d of the Huber weight function
cicloc: Determination of the parameter c of the Huber weight function...
cifact: Determination of the correction factor for the M-estimate...
cimedv: Initial values for the iterative algorithms implemented in...
cirock: Initial values for the Rocke estimates of covariance
comval: Gives the current values ofthe parameters of the ROBETH...
cquant: Inverse of the cumulative Chi2-distribution function
cyfalg: Fixed-point algorithm for the computation of an M-estimate of...
cygalg: Conjugate gradient algorithm for the computation of an...
cynalg: Newton-type algorithm for the computation of an M-estimate of...
Dbinom: Diagonal matrix D for the binomial case in discrete GLM
dfcomn: Assigns values to the ROBETH parameters included in common...
dfrpar: Sets default parameters for regression estimates
dfvals: Provide default values for most scalar parameters used by the...
dotp: Forms the scalar (dot) product of two vectors
dotpd: Forms the scalar (dot) product of two vectors (double...
dpoiss: Diagonal matrix D for the Poisson case in discrete GLM
exch: Exchanges two columns of a symmetric matrix
exchd: Exchanges two columns of a symmetric matrix (double...
fcum: Cumulative F-distribution function
Fn.Exp.f: Parametric estimate of survival cdf
fstord: Determination of the j-th order statistic
gauss: Cumulative Gaussian distribution function
gaussd: Cumulative Gaussian distribution function (double precision)
gfedca: Diagonal matrices D_G and E_G
gintac: Initial values of theta, A and c_i,...,c_n
glmdev: The total deviance of the fitted generalizrd linear model
gyastp: Fixed-point algorithm for the A-step
gycstp: Newton-type algorithm for the c-step
gymain: Main algorithm
gytstp: Newton-type algorithm for the theta-step
h12: Constructs and/or applies a single elementary Householder...
h12d: Constructs and/or applies a single elementary Householder...
hylmse: Resampling algorithm for the computation of the LMS estimate
hyltse: Resampling algorithm for the computation of the LTS estimate
hysest: Resampling algorithm for the computation of S-estimates
hysestw: Resampling algorithm for the computation of weighted...
ingama: Incomplete Gamma-integral function
kfascv: Backtransformation of the covariance matrix of the...
kfedcb: Diagonal hat matrices D_M, E_M, D_S, and E_S
kfedcc: Diagonal 'check' matrices D_M, E_M, D_S, and E_S
kffacv: Correction factor f_H for the covariance matrix of a...
kiascv: Covariance matrix of the coefficient estimates of the form...
kiedch: Diagonal matrices D_M, E_M, D_S, E_S when psi is the Huber...
kiedcu: Diagonal matrices D_M, E_M, D_S, E_S when psi is a...
ktaskv: Covariance matrix of the coefficient estimates of the form...
ktaskw: Covariance matrix of the coefficient estimates of the form...
lgama: Logarithm at the Gamma-function at the point x
libet0: Computation of Beta0 = Phi_inv(0.75)
libeth: Computation of Int Chi(s) dPhi(s) when Chi=Psi.Psi/2 and Psi...
libetu: Computation of Int Chi(s) dPhi(s) when Chi is a user-supplied...
liclls: Classical estimates of mean and standard deviation
liepsh: Computation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s)...
liepsu: Computation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s)...
liindh: Inverts the approximate null distribution of the one-sample...
liinds: Inverts the approximate null distribution of the sign test...
liindw: Inverts the approximate null distribution of the Mann-Whitney...
lilars: Median an median absolute deviation
littst: t-test for the shift parameter
lmdd: Median and median absolute deviation
lyhalg: M-estimate of location with simultaneous estimation of scale
lyhdle: Hodges-Lehman estimate and confidence intervals for the...
lymnwt: Nonparametric estimate and confidence intervals for the shift...
lytau2: tau-test for the shift parameter
lywalg: W-algorithm for M-estimate of location
mchl: Cholesky decomposition of a symmetric matrix
mchld: Cholesky decomposition of a symmetric matrix (double...
messagena: Print a message when a required argument is missing
mff: Multiplies a full matrix by a full matrix
mffd: Multiplies a full matrix by a full matrix (double precision)
mfragr: Generation and comparison of all regressions on subsets of...
mfy: Multiplies a full matrix by a vector
mfyd: Multiplies a full matrix by a vector (double precision)
mhat: Computes the diagonal elements of the hat matrix
minv: Inverts a triangular matrix
minvd: Inverts a triangular matrix (double precision)
mirtsr: Computation of (robust) t-statistics for t-directed search
mly: Multiplies a lower-triangular matrix by a vector
mlyd: Multiplies a lower-triangular matrix by a vector (double...
msf: Multiplies a symmetric matrix by a full matrix
msf1: Multiplies a symmetric matrix by a full matrix when the...
msf1d: Multiplies a symmetric matrix by a full matrix when the...
msfd: Multiplies a symmetric matrix by a full matrix (double...
mss: Multiplies a symmetric matrix by a symmetric matrix
mssd: Multiplies a symmetric matrix by a symmetric matrix (double...
mtt1: Multiplies an upper-triangular matrix by its transpose
mtt1d: Multiplies an upper-triangular matrix by its transpose...
mtt2: Multiplies a lower-triangular matrix by its transpose
mtt2d: Multiplies a lower-triangular matrix by its transpose (double...
mtt3: Multiplies a triangular matrix by a triangular matrix
mtt3d: Multiplies a triangular matrix by a triangular matrix (double...
mty: Multiplies an upper-triangular matrix by a vector
mtyd: Multiplies an upper-triangular matrix by a vector
myhbhe: High breakdown point and high efficiency regression with test...
mymvlm: Simultaneous computation of the MVE and LMS estimates
nlgm: Logarithm of the Gamma-function at the point n/2
nrm2: Forms the Euclidean norm of a vector
nrm2d: Forms the Euclidean norm of a vector (double precision)
permc: Permutes the columns of a matrix by means of transpositions
permv: Permutes the elements of a vector
poissn: Poisson distribution
precd: Algorithmic determination of the smallest double precision...
precs: Algorithmic determination of the smallest double precision...
probst: Cumulative t-distribution function
psi: psi weight function for location and regression
psi_1: psi weight function for location and regression
psp: psi' weight function for location and regression
psp_1: psi' weight function for location and regression
QD2coef.f: Auxiliary function to find mu and sigma parameter for...
QD2funC.f: Auxiliary function to find lambda parameter for extended...
Qn.Exp.f: Auxiliary function to compute quantiles of survival cdf
quant: Inverse of the standard Gaussian cumulative distribution...
Random: Uniform random number generator
Regtau.f: Auxiliary function for the computation of QQopt
RegtauW.f: Auxiliary function for the computation of QQopt
rho: rho weight function for location and regression
rho_1: Rho weight function for location and regression
ribet0: Computation of the constant Beta0
ribeth: Computation of the constant Beta when Chi=Psi.Psi/2 and Psi...
ribetu: Computation of the constant Beta when Chi is a user-supplied...
riclls: Solution of the least squares problem
rilars: Solution of the least absolute residual problem
rimtrd: Double precision version of RIMTRF
rimtrf: Upper triangularization (QR-decomposition) of the design...
rmvc: Removes a column from a transformed design matrix and updates...
robeth.package: Interface for the FORTRAN programs developed at the...
ruben: Cumulative distribution and density function of a linear...
rybifr: Bounded influence regression
ryhalg: H-algorithm for M-estimates
rynalg: Newton algorithm with adaptive steps for M-estimates
rysalg: S-algorithm for M-estimates
rysigm: Iterative algorithm for the computation of an M-estimate of...
rywalg: W-algorithm for M-estimates
scal: Scales a vector by a constant
scald: Scales a double precision vector by a constant
srt1: Sorts the components of a vector in ascending order
srt2: Sorts the components of a vector in ascending order and...
swap: Interchanges two vectors
swapd: Interchanges two vectors (double precision)
tauare: Asymptotic relative efficiency of the tau-test
tfrn2t: Computes the Rn2-test statistic for a linear hypothesis in...
tftaut: Computes the tau-test statistic for a linear hypothesis in...
tisrtc: Permutes the columns of the design matrix: Predictors in...
to.character: Convert local variable to Fortran character
to.double: Convert local variable to Fortran double precision
to.integer: Convert local variable to Fortran integer
to.single: Convert local variable to Fortran single precision
tquant: Inverse of the cumulative t-distribution function
ttaskt: Computes the matrix Ktau
tteign: Computes the eigenvalues of the matrix Ktau
ucv: u weight function for covariances
ucv_1: u weight function for covariances
ugl: ub weight function for M-estimates in GLM
upcv: u' weight function for covariances
upcv_1: u' weight function for covariances
userfd: Dummy u user function (double precision)
userfs: Dummy u user function
vcv: v weight function for covariances
vpcv: v' weight function for covariances
wcv: v weight function for covariances
wcv_1: w weight function for covariances
wfshat: Schweppe original weight proposal
wimedv: Initial value of the matrix A
wpcv: w' weight function for covariances
wpcv_1: w' weight function for covariances
www: w weight function
www_1: w weight function for covariances
wyfalg: Fixed-point algorithm for the computation of the matrix A
wyfcol: Modified fixed-point algorithm for collinear data in the...
wygalg: Conjugate gradient algorithm for the computation of the...
wynalg: Newton-Huber algorithm for the computation of the...
xerf: Gaussian density function
xerp: Density of the norm of a standard Gaussian vector with p...
xsy: Evaluates a quadratic form
xsyd: Evaluates a quadratic form (double precision)
zemll: Zeng method for censored data

Functions

Chi Man page
Dbinom Man page
Fn.Exp.f Man page
Psi Man page
Psp Man page
QD2coef.f Man page
QD2funC.f Man page
Qn.Exp.f Man page
Random Man page
Regtau.f Man page
RegtauW.f Man page
Rho Man page
Ucv Man page
Upcv Man page
Wcv Man page
Wpcv Man page
Www Man page
addc Man page
airef0 Man page
airefq Man page
binprd Man page
cerf Man page
cerfd Man page
cfrcov Man page
chi Man page
chisq Man page
cia2b2 Man page
cibeat Man page
cicloc Man page
cifact Man page
cimedv Man page
cirock Man page
comval Man page
cquant Man page
cyfalg Man page
cygalg Man page
cynalg Man page
dFvGet Source code
dFvPut Source code
dFvSet Source code
dfcomn Man page
dfrpar Man page
dfvals Man page
dotp Man page
dotpd Man page
dpoiss Man page
exch Man page
exchd Man page
fcum Man page
fstord Man page
gauss Man page
gaussd Man page
gfedca Man page
gintac Man page
glmdev Man page Source code
gyastp Man page
gycstp Man page
gymain Man page
gytstp Man page
h12 Man page
h12d Man page
hylmse Man page
hyltse Man page
hysest Man page
hysestw Man page
ingama Man page
kfascv Man page
kfedcb Man page
kfedcc Man page
kffacv Man page
kiascv Man page
kiedch Man page
kiedcu Man page
ktaskv Man page
ktaskw Man page
lgama Man page
libet0 Man page
libeth Man page
libetu Man page
liclls Man page
liepsh Man page
liepsu Man page
liindh Man page
liinds Man page
liindw Man page
lilars Man page
littst Man page
lmdd Man page
lyhalg Man page
lyhdle Man page
lymnwt Man page
lytau2 Man page
lywalg Man page
mchl Man page
mchld Man page
messagena Man page
mff Man page
mffd Man page
mfragr Man page
mfy Man page
mfyd Man page
mhat Man page
minv Man page
minvd Man page
mirtsr Man page
mly Man page
mlyd Man page
msf Man page
msf1 Man page
msf1d Man page
msfd Man page
mss Man page
mssd Man page
mtt1 Man page
mtt1d Man page
mtt2 Man page
mtt2d Man page
mtt3 Man page
mtt3d Man page
mty Man page
mtyd Man page
myhbhe Man page
mymvlm Man page
nlgm Man page
nrm2 Man page
nrm2d Man page
permc Man page
permv Man page
poissn Man page
precd Man page
precs Man page
probst Man page
psi Man page
psp Man page
qloggamma Source code
quant Man page
rho Man page
ribet0 Man page
ribeth Man page
ribetu Man page
riclls Man page
rilars Man page
rimtrd Man page
rimtrf Man page
rmvc Man page
robeth Man page
ruben Man page
rybifr Man page
ryhalg Man page
rynalg Man page
rysalg Man page
rysigm Man page
rywalg Man page
scal Man page
scald Man page
srt1 Man page
srt2 Man page
swap Man page
swapd Man page
tauare Man page
tfrn2t Man page
tftaut Man page
tisrtc Man page
to.character Man page
to.double Man page
to.integer Man page
to.single Man page
tquant Man page
ttaskt Man page
tteign Man page
ucv Man page
ugl Man page
upcv Man page
userfd Man page
userfs Man page
vcv Man page
vpcv Man page
wcv Man page
wfshat Man page
wimedv Man page
wpcv Man page
www Man page
wyfalg Man page
wyfcol Man page
wygalg Man page
wynalg Man page
xerf Man page
xerp Man page
xsy Man page
xsyd Man page
zemll Man page

Files

src
src/robeth.f
src/regtau.f
src/fastcens.f
NAMESPACE
R
R/wcv.R
R/userfs.R
R/wygalg.R
R/kffacv.R
R/kfedcb.R
R/cia2b2.R
R/www.R
R/kiascv.R
R/cimedv.R
R/liclls.R
R/comval.R
R/gfedca.R
R/permc.R
R/quant.R
R/lymnwt.R
R/poissn.R
R/RegtauW.f.R
R/liindh.R
R/swap.R
R/dfcomn.R
R/liepsu.R
R/liindw.R
R/wimedv.R
R/mtt2d.R
R/gytstp.R
R/lgama.R
R/Qn.Exp.f.R
R/rgfl.R
R/cquant.R
R/to.double.R
R/psi.R
R/ugl.R
R/upcv_1.R
R/gaussd.R
R/mtyd.R
R/rysigm.R
R/gymain.R
R/srt1.R
R/scald.R
R/hysestw.R
R/ingama.R
R/kiedcu.R
R/mtt3.R
R/mfragr.R
R/cerfd.R
R/mss.R
R/psp_1.R
R/gminit.R
R/liinds.R
R/mtt3d.R
R/tteign.R
R/scal.R
R/cibeat.R
R/minv.R
R/cicloc.R
R/messagena.R
R/wpcv_1.R
R/rimtrf.R
R/QD2funC.f.R
R/to.integer.R
R/rimtrd.R
R/binprd.R
R/mtt2.R
R/gyastp.R
R/exchd.R
R/ktaskw.R
R/lmdd.R
R/Dbinom.R
R/kfedcc.R
R/psp.R
R/to.single.R
R/mymvlm.R
R/xsyd.R
R/xerf.R
R/wyfalg.R
R/h12.R
R/ttaskt.R
R/vpcv.R
R/tauare.R
R/dfvals.R
R/rmvc.R
R/mchl.R
R/QD2coef.f.R
R/chisq.R
R/tisrtc.R
R/tquant.R
R/airefq.R
R/tfrn2t.R
R/gauss.R
R/to.character.R
R/kfascv.R
R/ryhalg.R
R/riclls.R
R/chi_1.R
R/probin.R
R/wynalg.R
R/mirtsr.R
R/ribet0.R
R/mach.R
R/swapd.R
R/mfyd.R
R/h12d.R
R/myhbhe.R
R/rywalg.R
R/upcv.R
R/mly.R
R/cynalg.R
R/libetu.R
R/lilars.R
R/minvd.R
R/vcv.R
R/mtt1.R
R/nlgm.R
R/probst.R
R/xsy.R
R/fstord.R
R/dotpd.R
R/machd.R
R/mff.R
R/gycstp.R
R/cerf.R
R/hyltse.R
R/mlyd.R
R/ribetu.R
R/fcum.R
R/xerp.R
R/qlogamma.R
R/nrm2.R
R/dfrpar.R
R/psi_1.R
R/rho_1.R
R/Regtau.f.R
R/mhat.R
R/wcv_1.R
R/tftaut.R
R/nrm2d.R
R/cifact.R
R/hysest.R
R/rysalg.R
R/wyfcol.R
R/msfd.R
R/lytau2.R
R/mty.R
R/gintac.R
R/Fn.Exp.f.R
R/mfy.R
R/libet0.R
R/ribeth.R
R/liepsh.R
R/airef0.R
R/msf.R
R/dpoiss.R
R/rilars.R
R/www_1.R
R/rho.R
R/userfd.R
R/littst.R
R/mchld.R
R/kiedch.R
R/msf1.R
R/precs.R
R/wpcv.R
R/ktaskv.R
R/addc.R
R/hylmse.R
R/cygalg.R
R/lyhalg.R
R/srt2.R
R/libeth.R
R/rybifr.R
R/permv.R
R/mssd.R
R/cirock.R
R/exch.R
R/ruben.R
R/msf1d.R
R/mtt1d.R
R/glmdev.R
R/cfrcov.R
R/precd.R
R/ucv.R
R/lyhdle.R
R/rynalg.R
R/mffd.R
R/ucv_1.R
R/Random.R
R/cyfalg.R
R/lywalg.R
R/dotp.R
R/zemll.R
R/chi.R
R/wfshat.R
MD5
DESCRIPTION
man
man/kiascv.Rd
man/comval.Rd
man/xerp.Rd
man/addc.Rd
man/wpcv_1.Rd
man/msf1.Rd
man/mymvlm.Rd
man/mchl.Rd
man/kfedcb.Rd
man/zemll.Rd
man/littst.Rd
man/mssd.Rd
man/ugl.Rd
man/wyfcol.Rd
man/msf.Rd
man/gintac.Rd
man/mlyd.Rd
man/dfvals.Rd
man/tftaut.Rd
man/hysestw.Rd
man/Qn.Exp.f.Rd
man/lyhalg.Rd
man/rho_1.Rd
man/mtt2d.Rd
man/liindh.Rd
man/airef0.Rd
man/liepsh.Rd
man/gyastp.Rd
man/tfrn2t.Rd
man/wcv.Rd
man/cfrcov.Rd
man/ingama.Rd
man/Fn.Exp.f.Rd
man/scal.Rd
man/swap.Rd
man/lgama.Rd
man/ucv.Rd
man/to.integer.Rd
man/scald.Rd
man/cia2b2.Rd
man/srt2.Rd
man/gaussd.Rd
man/dfrpar.Rd
man/userfs.Rd
man/ribeth.Rd
man/precs.Rd
man/poissn.Rd
man/rho.Rd
man/cquant.Rd
man/ktaskw.Rd
man/cerfd.Rd
man/fstord.Rd
man/ruben.Rd
man/mhat.Rd
man/nrm2d.Rd
man/cerf.Rd
man/tauare.Rd
man/dpoiss.Rd
man/libet0.Rd
man/lyhdle.Rd
man/rybifr.Rd
man/gymain.Rd
man/Dbinom.Rd
man/liclls.Rd
man/minvd.Rd
man/wcv_1.Rd
man/wyfalg.Rd
man/mty.Rd
man/ribet0.Rd
man/psp_1.Rd
man/vpcv.Rd
man/wpcv.Rd
man/xsyd.Rd
man/rywalg.Rd
man/cynalg.Rd
man/permc.Rd
man/h12.Rd
man/ktaskv.Rd
man/upcv.Rd
man/gfedca.Rd
man/cirock.Rd
man/msf1d.Rd
man/liindw.Rd
man/permv.Rd
man/QD2coef.f.Rd
man/RegtauW.f.Rd
man/userfd.Rd
man/rimtrd.Rd
man/nlgm.Rd
man/mfy.Rd
man/msfd.Rd
man/quant.Rd
man/mtyd.Rd
man/cibeat.Rd
man/rysigm.Rd
man/mtt3d.Rd
man/mirtsr.Rd
man/glmdev.Rd
man/mchld.Rd
man/cimedv.Rd
man/fcum.Rd
man/dotpd.Rd
man/kiedcu.Rd
man/rysalg.Rd
man/to.single.Rd
man/rmvc.Rd
man/precd.Rd
man/wfshat.Rd
man/rilars.Rd
man/mff.Rd
man/mtt2.Rd
man/lmdd.Rd
man/www_1.Rd
man/probst.Rd
man/libetu.Rd
man/mtt1d.Rd
man/mfragr.Rd
man/riclls.Rd
man/myhbhe.Rd
man/dotp.Rd
man/chi.Rd
man/kiedch.Rd
man/wygalg.Rd
man/gycstp.Rd
man/liepsu.Rd
man/Regtau.f.Rd
man/messagena.Rd
man/mtt1.Rd
man/cifact.Rd
man/vcv.Rd
man/chisq.Rd
man/swapd.Rd
man/mfyd.Rd
man/tteign.Rd
man/airefq.Rd
man/exchd.Rd
man/gytstp.Rd
man/psi.Rd
man/exch.Rd
man/hysest.Rd
man/libeth.Rd
man/QD2funC.f.Rd
man/kfascv.Rd
man/liinds.Rd
man/h12d.Rd
man/robeth.package.Rd
man/rynalg.Rd
man/mffd.Rd
man/ucv_1.Rd
man/tisrtc.Rd
man/lytau2.Rd
man/psp.Rd
man/www.Rd
man/ttaskt.Rd
man/nrm2.Rd
man/hylmse.Rd
man/ribetu.Rd
man/gauss.Rd
man/lymnwt.Rd
man/minv.Rd
man/mss.Rd
man/xerf.Rd
man/ryhalg.Rd
man/to.double.Rd
man/srt1.Rd
man/tquant.Rd
man/psi_1.Rd
man/xsy.Rd
man/cygalg.Rd
man/chi_1.Rd
man/binprd.Rd
man/to.character.Rd
man/mly.Rd
man/upcv_1.Rd
man/kfedcc.Rd
man/mtt3.Rd
man/kffacv.Rd
man/lilars.Rd
man/dfcomn.Rd
man/lywalg.Rd
man/cyfalg.Rd
man/wynalg.Rd
man/Random.Rd
man/rimtrf.Rd
man/hyltse.Rd
man/cicloc.Rd
man/wimedv.Rd
robeth documentation built on May 19, 2017, 1:02 p.m.