robustbase: Basic Robust Statistics

"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.

AuthorMartin Maechler [aut, cre], Peter Rousseeuw [ctb] (Qn and Sn), Christophe Croux [ctb] (Qn and Sn), Valentin Todorov [aut] (most robust Cov), Andreas Ruckstuhl [aut] (nlrob, anova, glmrob), Matias Salibian-Barrera [aut] (lmrob orig.), Tobias Verbeke [ctb] (mc, adjbox), Manuel Koller [aut] (lmrob, psi-func.), Eduardo L. T. Conceicao [aut] (MM-, tau-, CM-, and MTL- nlrob), Maria Anna di Palma [ctb] (initial version of Comedian)
Date of publication2016-12-09 17:25:25
MaintainerMartin Maechler <maechler@stat.math.ethz.ch>
LicenseGPL (>= 2)
Version0.92-7
http://robustbase.r-forge.r-project.org/

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"

psiFindc: Find Tuning Constant(s) for "lqq" and "ggw" Psi Functions

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-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/psiFindc.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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.