Man pages for robeth
R Functions for Robust Statistics

addcAdds a column vector to a transformed design matrix and...
airef0Asymptotic relative efficiency of a general M-estimate for a...
airefqAsymptotic relative efficiency of a general M-estimate for a...
binprdBinomial probability distribution
cerfComplemented error function (single precision)
cerfdComplemented error function (double precision)
cfrcovComputation of fC.fC.inv(AT A) for a given matrix A and scale...
chiChi weight function for location and regression
chi_1Chi weight function for location and regression
chisqCumulative Chi-square distribution function
cia2b2Determination of the parameters a2 and b2 of the Huber weight...
cibeatDetermination of the parameter d of the Huber weight function
ciclocDetermination of the parameter c of the Huber weight function...
cifactDetermination of the correction factor for the M-estimate...
cimedvInitial values for the iterative algorithms implemented in...
cirockInitial values for the Rocke estimates of covariance
comvalGives the current values ofthe parameters of the ROBETH...
cquantInverse of the cumulative Chi2-distribution function
cyfalgFixed-point algorithm for the computation of an M-estimate of...
cygalgConjugate gradient algorithm for the computation of an...
cynalgNewton-type algorithm for the computation of an M-estimate of...
DbinomDiagonal matrix D for the binomial case in discrete GLM
dfcomnAssigns values to the ROBETH parameters included in common...
dfrparSets default parameters for regression estimates
dfvalsProvide default values for most scalar parameters used by the...
dfvgetProvide the current values of the scalar parameters used by...
dfvputSet the current values of the scalar parameters used by the...
dotpForms the scalar (dot) product of two vectors
dotpdForms the scalar (dot) product of two vectors (double...
dpoissDiagonal matrix D for the Poisson case in discrete GLM
exchExchanges two columns of a symmetric matrix
exchdExchanges two columns of a symmetric matrix (double...
fcumCumulative F-distribution function
Fn.Exp.fParametric estimate of survival cdf
fstordDetermination of the j-th order statistic
gaussCumulative Gaussian distribution function
gaussdCumulative Gaussian distribution function (double precision)
gfedcaDiagonal matrices D_G and E_G
gintacInitial values of theta, A and c_i,...,c_n
glmdevThe total deviance of the fitted generalizrd linear model
gyastpFixed-point algorithm for the A-step
gycstpNewton-type algorithm for the c-step
gymainMain algorithm
gytstpNewton-type algorithm for the theta-step
h12Constructs and/or applies a single elementary Householder...
h12dConstructs and/or applies a single elementary Householder...
hylmseResampling algorithm for the computation of the LMS estimate
hyltseResampling algorithm for the computation of the LTS estimate
hysestResampling algorithm for the computation of S-estimates
hysestwResampling algorithm for the computation of weighted...
ingamaIncomplete Gamma-integral function
kfascvBacktransformation of the covariance matrix of the...
kfedcbDiagonal hat matrices D_M, E_M, D_S, and E_S
kfedccDiagonal 'check' matrices D_M, E_M, D_S, and E_S
kffacvCorrection factor f_H for the covariance matrix of a...
kiascvCovariance matrix of the coefficient estimates of the form...
kiedchDiagonal matrices D_M, E_M, D_S, E_S when psi is the Huber...
kiedcuDiagonal matrices D_M, E_M, D_S, E_S when psi is a...
ktaskvCovariance matrix of the coefficient estimates of the form...
ktaskwCovariance matrix of the coefficient estimates of the form...
lgamaLogarithm at the Gamma-function at the point x
libet0Computation of Beta0 = Phi_inv(0.75)
libethComputation of Int Chi(s) dPhi(s) when Chi=Psi.Psi/2 and Psi...
libetuComputation of Int Chi(s) dPhi(s) when Chi is a user-supplied...
licllsClassical estimates of mean and standard deviation
liepshComputation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s)...
liepsuComputation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s)...
liindhInverts the approximate null distribution of the one-sample...
liindsInverts the approximate null distribution of the sign test...
liindwInverts the approximate null distribution of the Mann-Whitney...
lilarsMedian an median absolute deviation
littstt-test for the shift parameter
lmddMedian and median absolute deviation
lrfctdComputation of Li, li and lip
lyhalgM-estimate of location with simultaneous estimation of scale
lyhdleHodges-Lehman estimate and confidence intervals for the...
lymnwtNonparametric estimate and confidence intervals for the shift...
lytau2tau-test for the shift parameter
lywalgW-algorithm for M-estimate of location
mchlCholesky decomposition of a symmetric matrix
mchldCholesky decomposition of a symmetric matrix (double...
messagenaPrint a message when a required argument is missing
mffMultiplies a full matrix by a full matrix
mffdMultiplies a full matrix by a full matrix (double precision)
mfragrGeneration and comparison of all regressions on subsets of...
mfyMultiplies a full matrix by a vector
mfydMultiplies a full matrix by a vector (double precision)
mhatComputes the diagonal elements of the hat matrix
minvInverts a triangular matrix
minvdInverts a triangular matrix (double precision)
mirtsrComputation of (robust) t-statistics for t-directed search
mlyMultiplies a lower-triangular matrix by a vector
mlydMultiplies a lower-triangular matrix by a vector (double...
msfMultiplies a symmetric matrix by a full matrix
msf1Multiplies a symmetric matrix by a full matrix when the...
msf1dMultiplies a symmetric matrix by a full matrix when the...
msfdMultiplies a symmetric matrix by a full matrix (double...
mssMultiplies a symmetric matrix by a symmetric matrix
mssdMultiplies a symmetric matrix by a symmetric matrix (double...
mtt1Multiplies an upper-triangular matrix by its transpose
mtt1dMultiplies an upper-triangular matrix by its transpose...
mtt2Multiplies a lower-triangular matrix by its transpose
mtt2dMultiplies a lower-triangular matrix by its transpose (double...
mtt3Multiplies a triangular matrix by a triangular matrix
mtt3dMultiplies a triangular matrix by a triangular matrix (double...
mtyMultiplies an upper-triangular matrix by a vector
mtydMultiplies an upper-triangular matrix by a vector
myhbheHigh breakdown point and high efficiency regression with test...
mymvlmSimultaneous computation of the MVE and LMS estimates
nlgmLogarithm of the Gamma-function at the point n/2
nrm2Forms the Euclidean norm of a vector
nrm2dForms the Euclidean norm of a vector (double precision)
permcPermutes the columns of a matrix by means of transpositions
permvPermutes the elements of a vector
poissnPoisson distribution
precdAlgorithmic determination of the smallest double precision...
precsAlgorithmic determination of the smallest double precision...
probstCumulative t-distribution function
psipsi weight function for location and regression
psi_1psi weight function for location and regression
psppsi' weight function for location and regression
psp_1psi' weight function for location and regression
QD2coef.fAuxiliary function to find mu and sigma parameter for...
QD2funC.fAuxiliary function to find lambda parameter for extended...
Qn.Exp.fAuxiliary function to compute quantiles of survival cdf
quantInverse of the standard Gaussian cumulative distribution...
RandomUniform random number generator
Regtau.fAuxiliary function for the computation of QQopt
RegtauW.fAuxiliary function for the computation of QQopt
rhorho weight function for location and regression
rho_1Rho weight function for location and regression
ribet0Computation of the constant Beta0
ribethComputation of the constant Beta when Chi=Psi.Psi/2 and Psi...
ribetuComputation of the constant Beta when Chi is a user-supplied...
ricllsSolution of the least squares problem
rilarsSolution of the least absolute residual problem
rimtrdDouble precision version of RIMTRF
rimtrfUpper triangularization (QR-decomposition) of the design...
rmvcRemoves a column from a transformed design matrix and updates...
robeth.packageInterface for the FORTRAN programs developed at the...
rubenCumulative distribution and density function of a linear...
rybifrBounded influence regression
ryhalgH-algorithm for M-estimates
rynalgNewton algorithm with adaptive steps for M-estimates
rysalgS-algorithm for M-estimates
rysigmIterative algorithm for the computation of an M-estimate of...
rywalgW-algorithm for M-estimates
scalScales a vector by a constant
scaldScales a double precision vector by a constant
srt1Sorts the components of a vector in ascending order
srt2Sorts the components of a vector in ascending order and...
swapInterchanges two vectors
swapdInterchanges two vectors (double precision)
tauareAsymptotic relative efficiency of the tau-test
tfrn2tComputes the Rn2-test statistic for a linear hypothesis in...
tftautComputes the tau-test statistic for a linear hypothesis in...
tisrtcPermutes the columns of the design matrix: Predictors in...
to.characterConvert local variable to Fortran character
to.doubleConvert local variable to Fortran double precision
to.integerConvert local variable to Fortran integer
to.singleConvert local variable to Fortran single precision
tquantInverse of the cumulative t-distribution function
ttasktComputes the matrix Ktau
tteignComputes the eigenvalues of the matrix Ktau
ucvu weight function for covariances
ucv_1u weight function for covariances
uglub weight function for M-estimates in GLM
upcvu' weight function for covariances
upcv_1u' weight function for covariances
userfdDummy u user function (double precision)
userfsDummy u user function
vcvv weight function for covariances
vpcvv' weight function for covariances
wcvv weight function for covariances
wcv_1w weight function for covariances
wfshatSchweppe original weight proposal
wimedvInitial value of the matrix A
wpcvw' weight function for covariances
wpcv_1w' weight function for covariances
wwww weight function
www_1w weight function for covariances
wyfalgFixed-point algorithm for the computation of the matrix A
wyfcolModified fixed-point algorithm for collinear data in the...
wygalgConjugate gradient algorithm for the computation of the...
wynalgNewton-Huber algorithm for the computation of the...
xerfGaussian density function
xerpDensity of the norm of a standard Gaussian vector with p...
xsyEvaluates a quadratic form
xsydEvaluates a quadratic form (double precision)
zemllZeng method for censored data
robeth documentation built on Aug. 22, 2023, 9:09 a.m.