Package: robustbase 0.99-5

Martin Maechler

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.

Authors:Martin Maechler [aut, cre], Peter Rousseeuw [ctb], Christophe Croux [ctb], Valentin Todorov [aut], Andreas Ruckstuhl [aut], Matias Salibian-Barrera [aut], Tobias Verbeke [ctb, fnd], Manuel Koller [aut], Eduardo L. T. Conceicao [aut], Maria Anna di Palma [ctb]

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NEWS

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

Peer review:

Bug tracker:https://r-forge.r-project.org/projects/robustbase

Uses libs:
  • openblas– Optimized BLAS
Datasets:
  • Animals2 - Brain and Body Weights for 65 Species of Land Animals
  • CrohnD - Crohn's Disease Adverse Events Data
  • NOxEmissions - NOx Air Pollution Data
  • SiegelsEx - Siegel's Exact Fit Example Data
  • aircraft - Aircraft Data
  • airmay - Air Quality Data
  • alcohol - Alcohol Solubility in Water Data
  • ambientNOxCH - Daily Means of NOx (mono-nitrogen oxides) in air
  • biomassTill - Biomass Tillage Data
  • bushfire - Campbell Bushfire Data
  • carrots - Insect Damages on Carrots
  • cloud - Cloud point of a Liquid
  • coleman - Coleman Data Set
  • condroz - Condroz Data
  • cushny - Cushny and Peebles Prolongation of Sleep Data
  • delivery - Delivery Time Data
  • education - Education Expenditure Data
  • epilepsy - Epilepsy Attacks Data Set
  • exAM - Example Data of Antille and May - for Simple Regression
  • foodstamp - Food Stamp Program Participation
  • hbk - Hawkins, Bradu, Kass's Artificial Data
  • heart - Heart Catherization Data
  • kootenay - Waterflow Measurements of Kootenay River in Libby and Newgate
  • lactic - Lactic Acid Concentration Measurement Data
  • los - Length of Stay Data
  • milk - Daudin's Milk Composition Data
  • pension - Pension Funds Data
  • phosphor - Phosphorus Content Data
  • pilot - Pilot-Plant Data
  • possum.mat - Possum Diversity Data
  • possumDiv - Possum Diversity Data
  • pulpfiber - Pulp Fiber and Paper Data
  • radarImage - Satellite Radar Image Data from near Munich
  • salinity - Salinity Data
  • starsCYG - Hertzsprung-Russell Diagram Data of Star Cluster CYG OB1
  • steamUse - Steam Usage Data
  • telef - Number of International Calls from Belgium
  • toxicity - Toxicity of Carboxylic Acids Data
  • vaso - Vaso Constriction Skin Data Set
  • wagnerGrowth - Wagner's Hannover Employment Growth Data
  • wood - Modified Data on Wood Specific Gravity
  • x30o50 - Extreme Data examples

On CRAN:

13.41 score 470 packages 1.6k scripts 98k downloads 41 mentions 91 exports 1 dependencies

Last updated 16 days agofrom:62f01257c4. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 01 2024
R-4.5-win-x86_64OKNov 01 2024
R-4.5-linux-x86_64OKNov 01 2024
R-4.4-win-x86_64OKNov 01 2024
R-4.4-mac-x86_64OKNov 01 2024
R-4.4-mac-aarch64OKNov 01 2024
R-4.3-win-x86_64OKNov 01 2024
R-4.3-mac-x86_64OKNov 01 2024
R-4.3-mac-aarch64OKNov 01 2024

Exports:.lmrob.hat.MCDcnp2.MCDcnp2.rew.MCDcons.MCDsingularityMsg.Mchi.Mchi.tuning.default.Mchi.tuning.defaults.Mpsi.Mpsi.tuning.default.Mpsi.tuning.defaults.MrhoInf.Mwgt.Mwgt.psi1.psi.const.psi.ggw.findc.psi.lqq.findc.psi2ipsi.regularize.Mpsi.signflip.wgtFUN.covComed.wgtFUN.covMcdadjboxadjboxStatsadjOutlyingnessBYlogregchgDefaultsclassPCcolMedianscovComedcovGKcovMcdcovOGKcovPlotdoScaleestimethodfullRankglmrobglmrobBY.controlglmrobMqle.controlglmrobMT.controlh.alpha.nhampelPsihard.rejectionhuberizehuberMhuberPsilmclmroblmrob..D..fitlmrob..M..fitlmrob.controllmrob.fitlmrob.fit.MMlmrob.larlmrob.M.Slmrob.SltsPlotltsRegmahalanobisDmcMchiMpsiMrhoInfMwgtnlrobnlrob.controloutlierStatsplotpsiFuncQnQn.oldr6packrankMMrmcrobMDrowMediansrrcov.controls_IQRs_mads_Qns_SnscaleTau2smoothWgtSnsplitFramesummarizeRobWeightstolEllipsePlottukeyChitukeyPsi1wgt.himedian

Dependencies:DEoptimR

covMcd() -- Generalizing the FastMCD

Rendered fromfastMcd-kmini.Rnwusingutils::Sweaveon Nov 01 2024.

Last update: 2024-08-19
Started: 2014-11-22

Definitions of Psi-Functions Available in Robustbase

Rendered frompsi_functions.Rnwusingutils::Sweaveon Nov 01 2024.

Last update: 2024-08-19
Started: 2013-07-22

Simulations for Robust Regression Inference in Small Samples

Rendered fromlmrob_simulation.Rnwusingutils::Sweaveon Nov 01 2024.

Last update: 2024-08-12
Started: 2013-07-22

Readme and manuals

Help Manual

Help pageTopics
Plot an Adjusted Boxplot for Skew Distributionsadjbox adjbox.default adjbox.formula
Statistics for Skewness-adjusted BoxplotsadjboxStats
Compute (Skewness-adjusted) Multivariate OutlyingnessadjOutlyingness
Aircraft Dataaircraft
Air Quality Dataairmay
Alcohol Solubility in Water Dataalcohol
Daily Means of NOx (mono-nitrogen oxides) in airambientNOxCH
Brain and Body Weights for 65 Species of Land AnimalsAnimals2
Analysis of Robust Quasi-Deviance for "glmrob" Objectsanova.glmrob
Analysis of Robust Deviances ('anova') for "lmrob" Objectsanova.lmrob
Biomass Tillage DatabiomassTill
Campbell Bushfire Databushfire
Bianco-Yohai Estimator for Robust Logistic RegressionBYlogreg
Insect Damages on Carrotscarrots
Change Defaults (Parameters) of "Psi Function" ObjectschgDefaults chgDefaults,ANY-method chgDefaults,psi_func-method chgDefaults-methods
Compute Classical Principal Components via SVD or EigenclassPC
Cloud point of a Liquidcloud
Coleman Data Setcoleman
Fast Row or Column-wise Medians of a MatrixcolMedians rowMedians
Condroz Datacondroz
Co-Median Location and Scatter "Covariance" Estimator.wgtFUN.covComed COM comedian covComed
Robust Location and Scatter Estimation via MCD.MCDcnp2 .MCDcnp2.rew .MCDcons .MCDsingularityMsg .wgtFUN.covMcd covMcd print.mcd
Orthogonalized Gnanadesikan-Kettenring (OGK) Covariance Matrix EstimationcovGK covOGK hard.rejection s_IQR s_mad
Crohn's Disease Adverse Events DataCrohnD
Cushny and Peebles Prolongation of Sleep Datacushny
Delivery Time Datadelivery
Education Expenditure Dataeducation
Epilepsy Attacks Data Setepilepsy
Extract the Estimation Method 'Estimethod' from a Fitted Modelestimethod
Example Data of Antille and May - for Simple RegressionexAM
Food Stamp Program Participationfoodstamp
Remove Columns (or Rows) From a Matrix to Make It Full RankfullRank
Class "functionX" of Psi-like Vectorized FunctionsfunctionX-class
Class "functionXal" of Functionals (of Psi-like functions)functionXal-class
Robust Fitting of Generalized Linear Modelsglmrob
Controlling Robust GLM Fitting by Different MethodsglmrobBY.control glmrobMqle.control glmrobMT.control
Compute h, the subsample size for MCD and LTSh.alpha.n
Hawkins, Bradu, Kass's Artificial Datahbk
Heart Catherization Dataheart
Huberization - Bringing Outliers Inhuberize
Safe (generalized) Huber M-Estimator of LocationhuberM
Waterflow Measurements of Kootenay River in Libby and Newgatekootenay
Lactic Acid Concentration Measurement Datalactic
Left and Right Medcouple, Robust Measures of Tail Weightlmc rmc
MM-type Estimators for Linear Regression.vcov.avar1 .vcov.w lmrob
Compute Design Adaptive Scale estimatelmrob..D..fit
Compute M-estimators of regressionlmrob..M..fit
Tuning Parameters for lmrob() and Auxiliaries.Mchi.tuning.default .Mchi.tuning.defaults .Mpsi.tuning.default .Mpsi.tuning.defaults lmrob.control update.lmrobCtrl
MM-type estimator for regressionlmrob.fit lmrob.fit.MM
Least Absolute Residuals / L1 Regressionlmrob.lar
M-S regression estimatorslmrob.M.S
S-regression estimatorslmrob.S
Length of Stay Datalos
Least Trimmed Squares Robust (High Breakdown) RegressionltsReg ltsReg.default ltsReg.formula print.lts
Medcouple, a Robust Measure of Skewnessmc
Daudin's Milk Composition Datamilk
Psi / Chi / Wgt / Rho Functions for *M-Estimation.Mchi .Mpsi .MrhoInf .Mwgt .Mwgt.psi1 .psi2ipsi .regularize.Mpsi Mchi Mpsi MrhoInf Mwgt
Robust Fitting of Nonlinear Regression Modelsfitted.nlrob nlrob predict.nlrob residuals.nlrob vcov.nlrob
MM-, Tau-, CM-, and MTL- Estimators for Nonlinear Robust Regressionnlrob.algorithms nlrob.CM nlrob.MM nlrob.mtl nlrob.tau
Control Nonlinear Robust Regression Algorithmsnlrob.control
NOx Air Pollution DataNOxEmissions
Robust Regression Outlier StatisticsoutlierStats
Pension Funds Datapension
Phosphorus Content Dataphosphor
Pilot-Plant Datapilot
Plot an Object of the "Psi Function" Classplot,psi_func-method plot-methods
Plot Method for "lmrob" Objectsplot.lmrob
Robust LTS Regression Diagnostic PlotsltsPlot plot.lts
Robust Distance PlotscovPlot plot.mcd
Possum Diversity Datapossum.mat possumDiv
Predict Method for Robust GLM ("glmrob") Fitspredict.glmrob
Predict method for Robust Linear Model ("lmrob") Fitspredict.lmrob
Print Method for Objects of Class "lmrob"print.lmrob
Class of "Psi Functions" for M-Estimationpsi_func-class
Find Tuning Constant(s) for "lqq" and "ggw" Psi Functions.psi.const .psi.ggw.findc .psi.lqq.findc
Constructor for Objects "Psi Function" ClasshampelPsi huberPsi psiFunc
Pulp Fiber and Paper Datapulpfiber
Robust Location-Free Scale Estimate More Efficient than MADQn Qn.old s_Qn
Robust Distance based observation orderings based on robust "Six pack"r6pack
Satellite Radar Image Data from near MunichradarImage
Simple Matrix RankrankMM
Residuals of Robust Generalized Linear Model Fitsresiduals.glmrob
Control Settings for covMcd and ltsRegrrcov.control
Salinity Datasalinity
Robust Tau-Estimate of ScalescaleTau2
Siegel's Exact Fit Example DataSiegelsEx
Extract 'Sigma' - Standard Deviation of Errors for Robust Modelssigma sigma.lmrob
Smooth Weighting Function - Generalized BiweightsmoothWgt
Robust Location-Free Scale Estimate More Efficient than MADSn s_Sn
Split Continuous and Categorical PredictorssplitFrame
Hertzsprung-Russell Diagram Data of Star Cluster CYG OB1starsCYG
Steam Usage Data (Excerpt)steamUse
Print a Nice "summary" of Robustness WeightssummarizeRobWeights
Summarizing Robust Fits of Generalized Linear Modelsprint.summary.glmrob summary.glmrob vcov.glmrob
Summary Method for "lmrob" Objects.lmrob.hat hatvalues.lmrob model.matrix.lmrob print.summary.lmrob summary.lmrob vcov.lmrob
Summary Method for LTS objectsprint.summary.lts summary.lts
Summary Method for MCD objectsprint.summary.mcd summary.mcd
Summarizing Robust Fits of Nonlinear Regression Modelssummary.nlrob
Number of International Calls from Belgiumtelef
Tolerance Ellipse PlottolEllipsePlot
Toxicity of Carboxylic Acids Datatoxicity
Tukey's Bi-square Score (Psi) and "Chi" (Rho) Functions and Derivativesrobustbase-deprecated tukeyChi tukeyPsi1
Vaso Constriction Skin Data Setvaso
Wagner's Hannover Employment Growth DatawagnerGrowth
Extract Robustness and Model Weightsweights.glmrob weights.lmrob
Weighted Hi-Medianwgt.himedian
Modified Data on Wood Specific Gravitywood
Extreme Data examplesx30o50