robeth: R functions for robust statistics

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.

Author
Alfio Marazzi <Alfio.Marazzi@chuv.ch>
Date of publication
2013-07-29 14:38:42
Maintainer
A. Randriamiharisoa <Alex.Randriamiharisoa@chuv.ch>
License
GPL (>= 2)
Version
2.7
URLs

View on CRAN

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

Files in this package

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