Package: OBRE 0.2-0

Fabio Piacenza

OBRE: Optimal B-Robust Estimator Tools

An implementation for computing Optimal B-Robust Estimators of two-parameter distribution. The procedure is composed of some equations that are evaluated alternatively until the solution is reached. Some tools for analyzing the estimates are included. The most relevant is covariance matrix computation using a closed formula.

Authors:Andrea Riboldi [aut], Ivan Luciano Danesi [aut], Fabio Piacenza [aut, cre], Oliver Kuehnle [aut], Davide Di Vincenzo [aut], Ruben Ciaponi [ctb], Stephen Allen [ctb], Novella Saccenti [ctb], Annarita Filippi [ctb]

OBRE_0.2-0.tar.gz
OBRE_0.2-0.tar.gz(r-4.5-noble)OBRE_0.2-0.tar.gz(r-4.4-noble)
OBRE_0.2-0.tgz(r-4.4-emscripten)OBRE_0.2-0.tgz(r-4.3-emscripten)
OBRE.pdf |OBRE.html✨
OBRE/json (API)

# Install 'OBRE' in R:
install.packages('OBRE', repos = 'https://cloud.r-project.org')

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 158 downloads 4 exports 1 dependencies

Last updated 2 years agofrom:0cf4e70529. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 30 2025
R-4.5-linuxOKMar 30 2025
R-4.4-linuxOKMar 30 2025

Exports:densityExpressionsOBREOBRECovarianceMatrixsummary

Dependencies:pracma

Citation

To cite package ‘OBRE’ in publications use:

Riboldi A, Danesi I, Piacenza F, Kuehnle O, Di Vincenzo D (2023). OBRE: Optimal B-Robust Estimator Tools. R package version 0.2-0, https://CRAN.R-project.org/package=OBRE.

Corresponding BibTeX entry: 

  @Manual{,
    title = {OBRE: Optimal B-Robust Estimator Tools},
    author = {Andrea Riboldi and Ivan Luciano Danesi and Fabio Piacenza
      and Oliver Kuehnle and Davide {Di Vincenzo}},
    year = {2023},
    note = {R package version 0.2-0},
    url = {https://CRAN.R-project.org/package=OBRE},
  }

Readme and manuals

Help Manual

Help pageTopics
Distributions formulas for OBREdensityExpressions
Part 1 of element [1, 1] for Fisher Information matrixfisherEl11Part1
Part 2 of element [1, 1] for Fisher Information matrixfisherEl11Part2
Part 1 of element [1, 2] for Fisher Information matrixfisherEl12Part1
Part 2 of element [1, 1] for Fisher Information matrixfisherEl12Part2
Part 1 of element [2, 2] for Fisher Information matrixfisherEl22Part1
Part 2 of element [2, 2] for Fisher Information matrixfisherEl22Part2
Fisher information matrixmatFisherComputation
Numerical Maximum Likelihood EstimatorMLE
Negative Log-LikelihoodNlLike
Optimal B-Robust EstimatorOBRE
Check if OBRE matrix A and vector a are final.OBRECheckTolParameters
Function that computes the OBRE covariance matrix.OBRECovarianceMatrix
Argument A for OBRE matrix M integrals.OBREmatMArgumentA
Argument B for OBRE matrix M integrals.OBREmatMArgumentB
Argument C for OBRE matrix M integrals.OBREmatMArgumentC
Function computing the OBRE matrix M.OBREMatMComputation
Element [1, 1] of matrix M.OBREMatVMatMEl11
Element [1, 2] of matrix M.OBREMatVMatMEl12
Element [2, 1] of matrix M.OBREMatVMatMEl21
Element [2, 2] of matrix M.OBREMatVMatMEl22
Element [1, 1] of matrix Q.OBREMatVMatQEl11
Element [1, 2] of matrix Q.OBREMatVMatQEl12
Element [2, 2] of matrix Q.OBREMatVMatQEl22
OBRE vector a.OBREnvAComputation
Denominator for nvAOBREnvADen
First part numerator for nvAOBREnvANum1
Second part numerator for nvAOBREnvANum2
OBRE weights.OBREWeightsFun
Function that plot an OBREresult object.plot.OBREresult
First component of the score function.scoreComponent
Generic summary methodsummary
Function that summarize the results contained in an OBREresult object.summary.OBREresult