Optimally Robust Influence Curves and Estimators for Location and Scale

Functions for the determination of optimally robust influence curves and estimators in case of normal location and/or scale.


News

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

News: to package RobLox

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

(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 1.1 #######################################

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

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

user-visible CHANGES:

  • title changed to title style / capitalization

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

GENERAL ENHANCEMENTS:

  • cleaned DESCRIPTION and NAMESPACE file as to Imports/Depends

under the hood:

  • added .Rbuildignore

BUGFIXES

####################################### version 0.8.1 #######################################

  • new internal functions due to changes to .C() and .Call() calls

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

BUG FIX:

  • roblox(): if only sd or mean is to be estimated, starting value mean.sd was not; similarly, in case only mean is of interest, robEst had no component est...

    • 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:

  • Roblox,colRoblox,rowRoblox gain na.rm argument and consistently fill new slot completecases
  • introduction of finite-sample correction
  • handle marginal cases n = 1 or 2 as well as eps = 0 and mad = 0
  • package Rd-file added

GENERAL ENHANCEMENTS:

  • added tests/Examples folder with file RobLox-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

INTERNALLY:

  • gains new slots of kStepEstimator

BUGFIXES:

  • corrected small bug in computation of bias in case of TuMad IC ...
  • small correction in finiteSampleCorrection ...
  • forgot to include correction for 50% or more outliers

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

  • bug in computation of as. covariance in roblox corrected.
  • bug in rsOptIC corrected.
  • 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("RobLox")

1.2.0 by Matthias Kohl, 9 days ago


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


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


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


Documentation:   PDF Manual  


Task views: Robust Statistical Methods


LGPL-3 license


Imports methods, lattice, RColorBrewer, Biobase, RandVar, distr

Depends on stats, distrMod, RobAStBase

Suggests MASS


Imported by RobLoxBioC.

Suggested by ROptEst.


See at CRAN