Optimally Robust Influence Curves for Regression and Scale

Functions for the determination of optimally robust influence curves in case of linear regression with unknown scale and standard normal distributed errors where the regressor is random.


News

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

News: to package RobRex

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(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
  • the calls to liesInSupport gain argument "checkFin" for consistency with the method in distr/distrEx (it is not used in RobRex, though).

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

user-visible CHANGES:

  • DESCRIPTION tag SVNRevision changed to VCS/SVNRevision

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

user-visible CHANGES:

GENERAL ENHANCEMENTS:

  • cleaned DESCRIPTION and NAMESPACE file as to Imports/Depends

under the hood:

  • added .Rbuildignore

BUGFIXES

####################################### 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!
  • added new script ExamplesEstimation.R
  • changed name of script example.R to ExamplesIC.R

GENERAL ENHANCEMENTS:

  • added tests/Examples folder with file ROptEst-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:

  • moved some of the examples in \dontrun{} to reduce check time ...

BUGFIXES:

  • some minor corrections in ExamplesEstimation.R

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

  • 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("RobRex")

1.2.0 by Matthias Kohl, 6 months ago


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


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


Authors: Matthias Kohl [aut, cre, cph]


Documentation:   PDF Manual  


Task views: Robust Statistical Methods


LGPL-3 license


Imports distr, RandVar, RobAStBase, methods

Depends on ROptRegTS


See at CRAN