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.

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

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

Functions

addc Man page
airef0 Man page
airefq Man page
binprd Man page
cerf Man page
cerfd Man page
cfrcov Man page
chi 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
Dbinom Man page
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
Fn.Exp.f Man page
fstord Man page
gauss Man page
gaussd Man page
gfedca Man page
gintac Man page
glmdev Man page
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
Psi Man page
psp Man page
Psp Man page
QD2coef.f Man page
QD2funC.f Man page
Qn.Exp.f Man page
quant Man page
Random Man page
Regtau.f Man page
RegtauW.f Man page
rho 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
Ucv Man page
ugl Man page
upcv Man page
Upcv Man page
userfd Man page
userfs Man page
vcv Man page
vpcv Man page
wcv Man page
Wcv Man page
wfshat Man page
wimedv Man page
wpcv Man page
Wpcv Man page
www 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

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