Package: robust 0.7-5

Valentin Todorov

robust: Port of the S+ "Robust Library"

Methods for robust statistics, a state of the art in the early 2000s, notably for robust regression and robust multivariate analysis.

Authors:Jiahui Wang [aut], Ruben Zamar [aut], Alfio Marazzi [aut], Victor Yohai [aut], Matias Salibian-Barrera [aut], Ricardo Maronna [aut], Eric Zivot [aut], David Rocke [aut], Doug Martin [aut], Martin Maechler [aut], Kjell Konis [aut], Valentin Todorov [aut, cre]

robust_0.7-5.tar.gz
robust_0.7-5.tar.gz(r-4.5-noble)robust_0.7-5.tar.gz(r-4.4-noble)
robust_0.7-5.tgz(r-4.4-emscripten)robust_0.7-5.tgz(r-4.3-emscripten)
robust.pdf |robust.html
robust/json (API)
NEWS

# Install 'robust' in R:
install.packages('robust', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/valentint/robust/issues

Uses libs:
  • openblas– Optimized BLAS
Datasets:

fortranopenblas

6.78 score 7 packages 580 scripts 4.9k downloads 19 mentions 54 exports 8 dependencies

Last updated 5 months agofrom:b7b61c6edd. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 18 2024
R-4.5-linux-x86_64OKDec 18 2024

Exports:anova.glmRobanova.glmRoblistanova.lmRobanova.lmRoblistchi.weightcovClassiccovRobcovRob.controldrop1.lmRobfitdstnfitdstnRobgammaRobgammaRob.controlgen.dataglmRobglmRob.controlglmRob.cubifglmRob.cubif.controlglmRob.mallowsglmRob.mallows.controlglmRob.misclassglmRob.misclass.controllmRoblmRob.controllmRob.fitlmRob.fit.computelmRob.RFPElmRob.wfitlognormRoblognormRob.controllsRobTestoverlaidDenPlot.fdfmplot.covClassicplot.covRobplot.fdfmplot.glmRobplot.lmRobpredict.glmRobpredict.lmRobpsi.weightpsp.weightqqPlot.fdfmrb.lmRobresiduals.glmRobrho.weightstep.lmRobsummary.covClassicsummary.covRobsummary.glmRobsummary.lmRobtest.lmRobupdate.lmRobweibullRobweibullRob.control

Dependencies:DEoptimRfit.modelslatticeMASSmvtnormpcaPProbustbaserrcov

Readme and manuals

Help Manual

Help pageTopics
ANOVA for Robust Generalized Linear Model Fitsanova.glmRob anova.glmRoblist
ANOVA for Robust Linear Model Fitsanova.lmRob anova.lmRoblist
Breslow Databreslow.dat
Classical Covariance EstimationcovClassic
Robust Covariance/Correlation Matrix EstimationcovRob
Control Parameters for Robust Covariance EstimationcovRob.control
Distance - Distance PlotddPlot.covfm
Side-by-Side Mahalanobis Distance PlotdistancePlot.covfm
Compute an Anova Object by Dropping Termsdrop1.lmRob
Ellipses Plot - Visual Correlation Matrix ComparisonellipsesPlot.covfm
Maximum-likelihood Fitting of Univariate Distributionsfitdstn
Robust Fitting of Univariate DistributionsfitdstnRob
Robust Estimation of Gamma Distribution ParametersgammaRob
Control Parameters for gammaRobgammaRob.control
Generate Data With Contaminationgen.data
Fit a Robust Generalized Linear ModelglmRob
glmRob Control ParametersglmRob.control
Robust GLM CUBIF FitterglmRob.cubif
Control Parameters for the Bounded Influence Robust GLM EstimatorglmRob.cubif.control
Mallows Type EstimatorglmRob.mallows
Control for Mallows-type Robust GLM EstimatorglmRob.mallows.control
Consistent Misclassification EstimatorglmRob.misclass
Control for Misclassification Robust GLM EstimatorglmRob.misclass.control
Robust Generalized Linear Model FitglmRob.object
Leuk Dataleuk.dat
High Breakdown and High Efficiency Robust Linear RegressionlmRob
Control Parameters for Robust Linear RegressionlmRob.control
Robust Fitter Functions for Linear ModelslmRob.fit lmRob.wfit
Fit a Robust Linear ModellmRob.fit.compute
Robust Linear Model ObjectslmRob.object
Robust Final Prediction ErrorslmRob.RFPE
Robust Estimation of Lognormal Distribution ParameterslognormRob
Control Parameters for lognormRoblognormRob.control
Bias Test for Least-Squares Regression EstimateslsRobTest
Mallows Datamallows.dat
Overlaid Density PlotoverlaidDenPlot.fdfm
Plot Methodplot.covClassic plot.covfm plot.covRob
fdfm Plot Methodplot.fdfm
Diagnostic Regression Plotsplot.glmRob
Diagnostic Regression Plotsplot.lmRob
Predict Method for Robust Generalized Linear Model Fitspredict.glmRob
Use predict() on an lmRob Objectpredict.lmRob
Comparison Quantile-Quantile PlotqqPlot.fdfm
Robust Bootstrap Standard Errorsrb.lmRob
Residuals Methods for glmRob Objectsresiduals.glmRob
Comparison ScreeplotscreePlot.covfm
Brownlee's Stack-Loss Datastack.dat
Build a Model in a Stepwise Fashionstep.lmRob
Summary Methodsummary.covClassic summary.covfm summary.covRob
Summarizing Robust Generalized Linear Model Fitssummary.glmRob
Summarizing Robust Linear Model Fitssummary.lmRob
Various Tests of Robust Regression Estimatestest.lmRob
Update an lmRob Model Objectupdate.lmRob
Robust Estimation of Weibull Distribution ParametersweibullRob
Control Parameters for weibullRobweibullRob.control
Weight Functions Psi, Rho, Chichi.weight psi.weight psp.weight rho.weight
Modified Wood Datawoodmod.dat