Pena-Yohai Initial Estimator for Robust S-Regression

Deterministic Pena-Yohai initial estimator for robust S estimators of regression. The procedure is described in detail in Pena, D., & Yohai, V. (1999) .

An R package implementing the Pena-Yohai strategy (Pena & Yohai, 1999) to obtain an initial estimator for robust S-Estimators of Regression.


Pena, D., & Yohai, V.. (1999). A Fast Procedure for Outlier Diagnostics in Large Regression Problems. Journal of the American Statistical Association, 94(446), 434-445. (


Version 1.0.2:

* Initial release.

Reference manual

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1.1.2 by David Kepplinger, a month ago

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Browse source code at

Authors: David Kepplinger [aut, cre] , Matias Salibian-Barrera [aut] , Gabriela Cohen Freue [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports robustbase

Suggests testthat

Imported by RobStatTM.

See at CRAN