robustbase: Basic Robust Statistics

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"Essential" Robust Statistics. Tools allowing to analyze data with robust methods. This includes regression methodology including model selections and multivariate statistics where we strive to cover the book "Robust Statistics, Theory and Methods" by 'Maronna, Martin and Yohai'; Wiley 2006.

Author
Original code by many authors, notably Peter Rousseeuw and Christophe Croux, see file 'Copyrights'; Valentin Todorov <valentin.todorov@chello.at>, Andreas Ruckstuhl <andreas.ruckstuhl@zhaw.ch>, Matias Salibian-Barrera <matias@stat.ubc.ca>, Tobias Verbeke <tobias.verbeke@openanalytics.eu>, Manuel Koller <mkoller@ispm.unibe.ch>, Martin Maechler
Date of publication
2016-05-31 11:17:00
Maintainer
Martin Maechler <maechler@stat.math.ethz.ch>
License
GPL (>= 2)
Version
0.92-6
URLs

View on CRAN

Man pages

adjbox
Plot an Adjusted Boxplot for Skew Distributions
adjboxStats
Statistics for Skewness-adjusted Boxplots
adjOutlyingness
Compute (Skewness-adjusted) Multivariate Outlyingness
aircraft
Aircraft Data
airmay
Air Quality Data
alcohol
Alcohol Solubility in Water Data
ambientNOxCH
Daily Means of NOx (mono-nitrogen oxides) in air
Animals2
Brain and Body Weights for 65 Species of Land Animals
anova.glmrob
Analysis of Robust Quasi-Deviance for "glmrob" Objects
anova.lmrob
Analysis of Robust Deviances ('anova') for "lmrob" Objects
biomassTill
Biomass Tillage Data
bushfire
Campbell Bushfire Data
BYlogreg
Bianco-Yohai Estimator for Robust Logistic Regression
carrots
Insect Damages on Carrots
chgDefaults-methods
Change Defaults (Parameters) of "Psi Function" Objects
classPC
Compute Classical Principal Components via SVD or Eigen
cloud
Cloud point of a Liquid
coleman
Coleman Data Set
colMedians
Fast Row or Column-wise Medians of a Matrix
condroz
Condroz Data
covComed
Co-Median Location and Scatter "Covariance" Estimator
covMcd
Robust Location and Scatter Estimation via MCD
covOGK
Orthogonalized Gnanadesikan-Kettenring (OGK) Covariance...
covPlot
Robust Distance Plots
CrohnD
Crohn's Disease Adverse Events Data
cushny
Cushny and Peebles Prolongation of Sleep Data
delivery
Delivery Time Data
education
Education Expenditure Data
epilepsy
Epilepsy Attacks Data Set
estimethod
Extract the Estimation Method 'Estimethod' from a Fitted...
exAM
Example Data of Antille and May - for Simple Regression
foodstamp
Food Stamp Program Participation
functionXal-class
Class "functionXal" of Functionals (of Psi-like functions)
functionX-class
Class "functionX" of Psi-like Vectorized Functions
glmrob
Robust Fitting of Generalized Linear Models
glmrob.control
Controlling Robust GLM Fitting by Different Methods
h.alpha.n
Compute h, the subsample size for MCD and LTS
hbk
Hawkins, Bradu, Kass's Artificial Data
heart
Heart Catherization Data
huberM
Safe (generalized) Huber M-Estimator of Location
kootenay
Waterflow Measurements of Kootenay River in Libby and Newgate
lactic
Lactic Acid Concentration Measurement Data
lmrob
MM-type Estimators for Linear Regression
lmrob.control
Tuning Parameters for lmrob() and Auxiliaries
lmrob..D..fit
Compute Design Adaptive Scale estimate
lmrob.fit
MM-type estimator for regression
lmrob.lar
Least Absolute Residuals / L1 Regression
lmrob..M..fit
Compute M-estimators of regression
lmrob.M.S
M-S regression estimators
lmrob.S
S-regression estimators
los
Length of Stay Data
ltsPlot
Robust LTS Regression Diagnostic Plots
ltsReg
Least Trimmed Squares Robust (High Breakdown) Regression
mc
Medcouple, a Robust Measure of Skewness
milk
Daudin's Milk Composition Data
M.psi
Psi / Chi / Wgt / Rho Functions for *M-Estimation
nlrob
Robust Fitting of Nonlinear Regression Models
nlrob-algos
MM-, Tau-, CM-, and MTL- Estimators for Nonlinear Robust...
nlrob.control
Control Nonlinear Robust Regression Algorithms
NOxEmissions
NOx Air Pollution Data
outlierStats
Robust Regression Outlier Statistics
pension
Pension Funds Data
phosphor
Phosphorus Content Data
pilot
Pilot-Plant Data
pkg-internal
Internal Functions of Package 'robustbase'
plot.lmrob
Plot Method for "lmrob" Objects
plot-methods
Plot an Object of the "Psi Function" Class
possumDiv
Possum Diversity Data
predict.glmrob
Predict Method for Robust GLM ("glmrob") Fits
predict.lmrob
Predict method for Robust Linear Model ("lmrob") Fits
print.lmrob
Print Method for Objects of Class "lmrob"
psiFunc
Constructor for Objects "Psi Function" Class
psi_func-class
Class of "Psi Functions" for M-Estimation
pulpfiber
Pulp Fiber and Paper Data
Qn
Robust Location-Free Scale Estimate More Efficient than MAD
r6pack
Robust Distance based observation orderings based on robust...
radarImage
Satellite Radar Image Data from near Munich
rankMM
Simple Matrix Rank
residuals.glmrob
Residuals of Robust Generalized Linear Model Fits
rrcov.control
Control Settings for covMcd and ltsReg
salinity
Salinity Data
scaleTau2
Robust Tau-Estimate of Scale
SiegelsEx
Siegel's Exact Fit Example Data
sigma
Extract 'Sigma' - Standard Deviation of Errors for Robust...
smoothWgt
Smooth Weighting Function - Generalized Biweight
Sn
Robust Location-Free Scale Estimate More Efficient than MAD
splitFrame
Split Continuous and Categorical Predictors
starsCYG
Hertzsprung-Russell Diagram Data of Star Cluster CYG OB1
summarizeRobWeights
Print a Nice "summary" of Robustness Weights
summary.glmrob
Summarizing Robust Fits of Generalized Linear Models
summary.lmrob
Summary Method for "lmrob" Objects
summary.lts
Summary Method for LTS objects
summary.mcd
Summary Method for MCD objects
summary.nlrob
Summarizing Robust Fits of Nonlinear Regression Models
telef
Number of International Calls from Belgium
tolEllipsePlot
Tolerance Ellipse Plot
toxicity
Toxicity of Carboxylic Acids Data
tukeyPsi1
Tukey's Bi-square Score (Psi) and "Chi" (Rho) Functions and...
vaso
Vaso Constriction Skin Data Set
wagnerGrowth
Wagner's Hannover Employment Growth Data
weights.lmrob
Extract Robustness and Model Weights
wgt.himedian
Weighted Hi-Median
wood
Modified Data on Wood Specific Gravity

Files in this package

robustbase
robustbase/TODO
robustbase/po
robustbase/po/update-me.sh
robustbase/po/R-robustbase.pot
robustbase/inst
robustbase/inst/po
robustbase/inst/po/en@quot
robustbase/inst/po/en@quot/LC_MESSAGES
robustbase/inst/po/en@quot/LC_MESSAGES/R-robustbase.mo
robustbase/inst/CITATION
robustbase/inst/NEWS.Rd
robustbase/inst/xtraR
robustbase/inst/xtraR/test_LTS.R
robustbase/inst/xtraR/m-s_fns.R
robustbase/inst/xtraR/plot-psiFun.R
robustbase/inst/xtraR/ex-funs.R
robustbase/inst/xtraR/lmrob-trace_lev.R
robustbase/inst/xtraR/mcnaive.R
robustbase/inst/xtraR/subsample-fns.R
robustbase/inst/xtraR/test_MCD.R
robustbase/inst/Copyrights
robustbase/inst/doc
robustbase/inst/doc/estimating.functions.R
robustbase/inst/doc/lmrob_simulation.Rnw
robustbase/inst/doc/fastMcd-kmini.pdf
robustbase/inst/doc/error.distributions.R
robustbase/inst/doc/lmrob_simulation.pdf
robustbase/inst/doc/psi_functions.Rnw
robustbase/inst/doc/lmrob_simulation.R
robustbase/inst/doc/psi_functions.R
robustbase/inst/doc/simulation.init.R
robustbase/inst/doc/fastMcd-kmini.R
robustbase/inst/doc/fastMcd-kmini.Rnw
robustbase/inst/doc/graphics.functions.R
robustbase/inst/doc/simulation.functions.R
robustbase/inst/doc/aggr_results.Rdata
robustbase/inst/doc/asymptotic.max.bias.Rdata
robustbase/inst/doc/psi_functions.pdf
robustbase/inst/external
robustbase/inst/external/d1k27.rda
robustbase/tests
robustbase/tests/comedian-tst.R
robustbase/tests/MT-tst.R
robustbase/tests/lmrob-psifns.R
robustbase/tests/small-sample.R
robustbase/tests/weights.Rout.save
robustbase/tests/Rsquared.Rout.save
robustbase/tests/glmrob-specials.R
robustbase/tests/Rsquared.R
robustbase/tests/tmcd.R
robustbase/tests/binom-no-x.R
robustbase/tests/small-sample.Rout.save
robustbase/tests/exact-fit-categorical.R
robustbase/tests/wgt-himed-xtra.R
robustbase/tests/OGK-ex.Rout.save
robustbase/tests/lmrob-data.Rout.save
robustbase/tests/lmrob-methods.R
robustbase/tests/NAcoef.Rout.save
robustbase/tests/lmrob-outlierStats.R
robustbase/tests/lmrob-ex12.R
robustbase/tests/plot-ex.R
robustbase/tests/huber-etc.R
robustbase/tests/poisson-ex.R
robustbase/tests/glmrob-1.R
robustbase/tests/m-s-estimator.R
robustbase/tests/nlrob-tst.R
robustbase/tests/LTS-specials.R
robustbase/tests/MCD-specials.R
robustbase/tests/weights.R
robustbase/tests/mc-strict.R
robustbase/tests/lmrob-psifns.Rout.save
robustbase/tests/tlts.Rout.save
robustbase/tests/lmrob-data.R
robustbase/tests/subsample.R
robustbase/tests/binom-ni-small.R
robustbase/tests/lmrob-methods.Rout.save
robustbase/tests/binom-ni-small.Rout.save
robustbase/tests/mc-etc.R
robustbase/tests/psi-rho-etc.R
robustbase/tests/NAcoef.R
robustbase/tests/tlts.R
robustbase/tests/huber-etc.Rout.save
robustbase/tests/OGK-ex.R
robustbase/tests/wgt-himed.Rout.save
robustbase/tests/nlregrob-tst.R
robustbase/tests/MCD-specials.Rout.save
robustbase/tests/wgt-himed.R
robustbase/tests/psi-rho-etc.Rout.save
robustbase/src
robustbase/src/Makevars
robustbase/src/rllarsbi.f
robustbase/src/R-rng4ftn.c
robustbase/src/rowMedians.c
robustbase/src/rowMedians_TYPE-template.h
robustbase/src/wgt_himed.c
robustbase/src/templates-types_undef.h
robustbase/src/wgt_himed_templ.h
robustbase/src/templates-types.h
robustbase/src/mc.c
robustbase/src/rfltsreg.f
robustbase/src/rob-utils.c
robustbase/src/monitor.c
robustbase/src/eigen.f
robustbase/src/lmrob.c
robustbase/src/init.c
robustbase/src/rffastmcd.f
robustbase/src/rf-common.f
robustbase/src/robustbase.h
robustbase/src/qn_sn.c
robustbase/NAMESPACE
robustbase/demo
robustbase/demo/determinMCD.R
robustbase/demo/00Index
robustbase/data
robustbase/data/radarImage.rda
robustbase/data/Animals2.rda
robustbase/data/cloud.rda
robustbase/data/education.rda
robustbase/data/milk.rda
robustbase/data/epilepsy.rda
robustbase/data/alcohol.rda
robustbase/data/vaso.rda
robustbase/data/CrohnD.rda
robustbase/data/wood.rda
robustbase/data/condroz.rda
robustbase/data/delivery.rda
robustbase/data/hbk.rda
robustbase/data/kootenay.tab
robustbase/data/pension.rda
robustbase/data/los.rda
robustbase/data/airmay.rda
robustbase/data/pilot.rda
robustbase/data/coleman.rda
robustbase/data/telef.rda
robustbase/data/SiegelsEx.R
robustbase/data/possumDiv.rda
robustbase/data/lactic.rda
robustbase/data/pulpfiber.rda
robustbase/data/aircraft.rda
robustbase/data/Animals2.tab
robustbase/data/cushny.R
robustbase/data/carrots.rda
robustbase/data/foodstamp.rda
robustbase/data/phosphor.rda
robustbase/data/toxicity.rda
robustbase/data/salinity.rda
robustbase/data/exAM.tab
robustbase/data/NOxEmissions.rda
robustbase/data/heart.rda
robustbase/data/wagnerGrowth.rda
robustbase/data/starsCYG.rda
robustbase/data/ambientNOxCH.rda
robustbase/data/bushfire.rda
robustbase/data/biomassTill.rda
robustbase/R
robustbase/R/glmrob.R
robustbase/R/detmcd.R
robustbase/R/adjbox.R
robustbase/R/BYlogreg.R
robustbase/R/anova-glmrob.R
robustbase/R/MTestimador2.R
robustbase/R/comedian.R
robustbase/R/covPlot.R
robustbase/R/ltsReg.R
robustbase/R/huber.R
robustbase/R/plot.lmrob.R
robustbase/R/nlregrob.R
robustbase/R/qnsn.R
robustbase/R/classPC.R
robustbase/R/tolEllipse.R
robustbase/R/OGK.R
robustbase/R/lmrob.M.S.R
robustbase/R/anova.lmrob.R
robustbase/R/psi-rho-funs.R
robustbase/R/rrcov.control.R
robustbase/R/adjoutlyingness.R
robustbase/R/nlrob.R
robustbase/R/lmrob.MM.R
robustbase/R/lmrobPredict.R
robustbase/R/ltsPlot.R
robustbase/R/lmrob.R
robustbase/R/glmrobMqle-DQD.R
robustbase/R/glmrobMqle.R
robustbase/R/mc.R
robustbase/R/biweight-funs.R
robustbase/R/covMcd.R
robustbase/R/glmrobPredict.R
robustbase/R/AAA.R
robustbase/vignettes
robustbase/vignettes/plot-fig-sdAdB2-1.pdf
robustbase/vignettes/psi-GGW.pdf
robustbase/vignettes/lmrob_simulation.Rnw
robustbase/vignettes/psi-bisquare.pdf
robustbase/vignettes/plot-fig-sdscale-1.pdf
robustbase/vignettes/plot-fig-qscale.pdf
robustbase/vignettes/plot-fig-qscale-all.pdf
robustbase/vignettes/plot-fig-power-1-0_6.pdf
robustbase/vignettes/plot-fig-pred-points.pdf
robustbase/vignettes/psi_functions.Rnw
robustbase/vignettes/plot-fig-lqq-level.pdf
robustbase/vignettes/psi-LQQ.pdf
robustbase/vignettes/plot-fig-AdB2-1.pdf
robustbase/vignettes/plot-fig-power-1-0_2.pdf
robustbase/vignettes/plot-fig-efficiency-all.pdf
robustbase/vignettes/plot-fig-sdscale-all.pdf
robustbase/vignettes/plot-fig-power-1-1.pdf
robustbase/vignettes/plot-fig-meanscale.pdf
robustbase/vignettes/plot-fig-cpr.pdf
robustbase/vignettes/robustbase.bib
robustbase/vignettes/plot-fig-Mscale-all.pdf
robustbase/vignettes/plot-fig-emp-level.pdf
robustbase/vignettes/fastMcd-kmini.Rnw
robustbase/vignettes/plot-fig-power-1-0_4.pdf
robustbase/vignettes/plot-fig-psi-functions.pdf
robustbase/vignettes/plot-fig-efficiency.pdf
robustbase/vignettes/plot-fig-example-design.pdf
robustbase/vignettes/plot-fig-Mscale.pdf
robustbase/vignettes/psi-optimal.pdf
robustbase/vignettes/psi-Welsh.pdf
robustbase/vignettes/plot-fig-max-asymptotic-bias.pdf
robustbase/vignettes/plot-fig-power-1-0_8.pdf
robustbase/vignettes/psi-Hampel.pdf
robustbase/vignettes/psi-Huber.pdf
robustbase/MD5
robustbase/build
robustbase/build/vignette.rds
robustbase/DESCRIPTION
robustbase/ChangeLog
robustbase/man
robustbase/man/lmrob.control.Rd
robustbase/man/SiegelsEx.Rd
robustbase/man/summary.glmrob.Rd
robustbase/man/CrohnD.Rd
robustbase/man/delivery.Rd
robustbase/man/huberM.Rd
robustbase/man/summary.lts.Rd
robustbase/man/estimethod.Rd
robustbase/man/Sn.Rd
robustbase/man/mc.Rd
robustbase/man/pulpfiber.Rd
robustbase/man/Qn.Rd
robustbase/man/plot-methods.Rd
robustbase/man/cushny.Rd
robustbase/man/ltsPlot.Rd
robustbase/man/starsCYG.Rd
robustbase/man/tukeyPsi1.Rd
robustbase/man/lmrob.Rd
robustbase/man/toxicity.Rd
robustbase/man/milk.Rd
robustbase/man/smoothWgt.Rd
robustbase/man/rankMM.Rd
robustbase/man/h.alpha.n.Rd
robustbase/man/Animals2.Rd
robustbase/man/lmrob..D..fit.Rd
robustbase/man/classPC.Rd
robustbase/man/lmrob.lar.Rd
robustbase/man/phosphor.Rd
robustbase/man/glmrob.control.Rd
robustbase/man/possumDiv.Rd
robustbase/man/carrots.Rd
robustbase/man/epilepsy.Rd
robustbase/man/outlierStats.Rd
robustbase/man/salinity.Rd
robustbase/man/summarizeRobWeights.Rd
robustbase/man/M.psi.Rd
robustbase/man/scaleTau2.Rd
robustbase/man/ltsReg.Rd
robustbase/man/pension.Rd
robustbase/man/adjbox.Rd
robustbase/man/condroz.Rd
robustbase/man/covMcd.Rd
robustbase/man/cloud.Rd
robustbase/man/exAM.Rd
robustbase/man/adjOutlyingness.Rd
robustbase/man/lmrob.S.Rd
robustbase/man/covComed.Rd
robustbase/man/anova.lmrob.Rd
robustbase/man/glmrob.Rd
robustbase/man/lmrob.fit.Rd
robustbase/man/BYlogreg.Rd
robustbase/man/predict.lmrob.Rd
robustbase/man/psi_func-class.Rd
robustbase/man/hbk.Rd
robustbase/man/chgDefaults-methods.Rd
robustbase/man/aircraft.Rd
robustbase/man/education.Rd
robustbase/man/adjboxStats.Rd
robustbase/man/pkg-internal.Rd
robustbase/man/ambientNOxCH.Rd
robustbase/man/kootenay.Rd
robustbase/man/psiFunc.Rd
robustbase/man/nlrob.control.Rd
robustbase/man/nlrob.Rd
robustbase/man/wagnerGrowth.Rd
robustbase/man/lactic.Rd
robustbase/man/plot.lmrob.Rd
robustbase/man/wgt.himedian.Rd
robustbase/man/splitFrame.Rd
robustbase/man/pilot.Rd
robustbase/man/vaso.Rd
robustbase/man/lmrob..M..fit.Rd
robustbase/man/biomassTill.Rd
robustbase/man/airmay.Rd
robustbase/man/los.Rd
robustbase/man/functionXal-class.Rd
robustbase/man/rrcov.control.Rd
robustbase/man/telef.Rd
robustbase/man/r6pack.Rd
robustbase/man/residuals.glmrob.Rd
robustbase/man/nlrob-algos.Rd
robustbase/man/NOxEmissions.Rd
robustbase/man/tolEllipsePlot.Rd
robustbase/man/covPlot.Rd
robustbase/man/print.lmrob.Rd
robustbase/man/functionX-class.Rd
robustbase/man/predict.glmrob.Rd
robustbase/man/summary.lmrob.Rd
robustbase/man/radarImage.Rd
robustbase/man/anova.glmrob.Rd
robustbase/man/foodstamp.Rd
robustbase/man/colMedians.Rd
robustbase/man/coleman.Rd
robustbase/man/sigma.Rd
robustbase/man/lmrob.M.S.Rd
robustbase/man/bushfire.Rd
robustbase/man/weights.lmrob.Rd
robustbase/man/wood.Rd
robustbase/man/summary.nlrob.Rd
robustbase/man/covOGK.Rd
robustbase/man/heart.Rd
robustbase/man/alcohol.Rd
robustbase/man/summary.mcd.Rd
robustbase/.Rinstignore