Robust Statistics: Theory and Methods

Companion package for the book: "Robust Statistics: Theory and Methods, second edition", < http://www.wiley.com/go/maronna/robust>. This package contains code that implements the robust estimators discussed in the recent second edition of the book above, as well as the scripts reproducing all the examples in the book.


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install.packages("RobStatTM")

1.0.0 by Matias Salibian-Barrera, a month ago


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


Authors: Matias Salibian-Barrera [cre] , Victor Yohai [aut] , Ricardo Maronna [aut] , Doug Martin [aut] , Gregory Brownson [aut] (ShinyUI) , Kjell Konis [aut] , Kjell Konis [cph] (erfi) , Christophe Croux [ctb] (WBYlogreg , BYlogreg) , Gentiane Haesbroeck [ctb] (WBYlogreg , BYlogreg) , Martin Maechler [cph] (lmrob.fit , lmrob..M..fit , lmrob.S) , Manuel Koller [cph] (lmrob.fit , .vcov.avar1 , lmrob.S , lmrob.lar) , Matias Salibian-Barrera [aut]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports stats, graphics, utils, methods, DEoptimR, pyinit, rrcov, robustbase, shiny, shinyjs, PerformanceAnalytics, DT, ggplot2, gridExtra, robust, xts

Depends on fit.models

Suggests knitr


See at CRAN