R Functions for Robust Statistics

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 |

lrfctd | Computation of Li, li and lip |

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 |

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