Optimally Robust Estimation for Regression-Type Models

Optimally robust estimation for regression-type models using S4 classes and methods.


News

###############################################################################

News: to package ROptRegTS

###############################################################################

(first two numbers of package versions do not necessarily reflect package-individual development, but rather are chosen for the RobAStXXX family as a whole in order to ease updating "depends" information)

####################################### version 1.2 #######################################

under the hood

  • now specified that we want to use distr::solve
  • for compatibility with the new capsulation of E()-arguments, we removed additional functional arguments f1 from calls to E() and replaced them by the actual maps

####################################### version 1.1 #######################################

user-visible CHANGES:

  • DESCRIPTION tag SVNRevision changed to VCS/SVNRevision

under the hood:

  • wherever possible also use q.l internally instead of q to provide functionality in IRKernel
  • changed calls to formerly exported objects from NAMESPACE distr to getdistrOption("")
  • fixed large parts of the scripts

####################################### version 1.0 #######################################

user-visible CHANGES:

  • title changed to title style / capitalization

####################################### version 0.9 #######################################

no changes this time

####################################### version 0.8 #######################################

no changes this time

  • DESCRIPTION files and package-help files gain a tag SVNRevision to be filled by get[All]RevNr.R from utils in distr

####################################### version 0.7 #######################################

user-visible CHANGES:

  • now depends on ROptEstOld!

GENERAL ENHANCEMENTS:

  • added tests/Examples folder with file ROptRegTS-Ex.Rout.save to have some automatic testing

  • added TOBEDONE (sic!) files; in English (for possible collaborators)

  • added keyword robust and made some minor corrections ...

  • added/updated NEWS files, updated CITATION files using code by A. Zeileis

  • Rd-parsing:

    • patch for Brian Ripley's Re: [Rd] Warning: missing text for item ... in \describe?
    • fixed errors / warnings in .Rd files detected by parser 2 (c.f. [Rd] More intensive checking of R help files, Prof Brian Ripley, 09.01.2009 10:25)
  • svn-revision-tags

    • added in all DESCRIPTION files
    • added field "Encoding: latin1" to all DESCRIPTION files because substituting $LastChangedDate by svn would cause problems for packages built under Windows (German) local when checking under Linux.
  • removed pdf-file from version control - Rnw-file is sufficient

####################################### version 0.6.1 #######################################

  • introduced option("newDevice") to control new opening of graphic devices
  • use of on.exit() to restore old settings for options() and par() at the end of functions
  • introduction of NEWS-file
  • update of CITATION-file (based on code provided by A. Zeileis on R help)

Reference manual

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install.packages("ROptRegTS")

1.2.0 by Matthias Kohl, 2 months ago


http://robast.r-forge.r-project.org/


Browse source code at https://github.com/cran/ROptRegTS


Authors: Matthias Kohl [cre, aut, cph] , Peter Ruckdeschel [aut, cph]


Documentation:   PDF Manual  


Task views: Robust Statistical Methods


LGPL-3 license


Imports distr, distrEx, RandVar

Depends on methods, ROptEstOld


Depended on by RobRex.


See at CRAN