High breakdown rank-based (HBR) estimates are robust to outliers in both X & Y spaces. They are based on a weighted Wilcoxon pseudo-norm. Data points which are outliers in both X & Y space are downweighted. HBR estimates achieve 50
This package is based on the weighted Wilcoxon (ww) code developed by Terpstra and McKean (2005) under GPL.
Jeff Terpstra, Joe McKean, John Kloke Maintainer: John Kloke [email protected]
Chang, W. McKean, J.W., Naranjo, J.D., and Sheather, S.J. (1999), High breakdown rank-based regression, Journal of the American Statistical Association, 94, 205-219.
Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.
Terpstra, J. and McKean, J.W. (2005), Rank-based analyses of linear models using R, Journal of Statistical Software, 14(7).
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