Inference for the treatment effect with possibly invalid instrumental variables via TSHT('Guo et al.' (2016) <arXiv:1603.05224>) and SearchingSampling('Guo' (2021) <arXiv:2104.06911>), which are effective for both low- and high-dimensional covariates and instrumental variables; test of endogeneity in high dimensions ('Guo et al.' (2016) <arXiv:1609.06713>).

Provides an easy way to compute the Theil Sehn Regression method and also the Siegel Regression Method which are both robust methods base on the median of slopes between all pairs of data. In contrast with the least squared linear regression, these methods are not sensitive to outliers. Theil, H. (1992) <doi:10.1007/978-94-011-2546-8_20>, Sen, P. K. (1968) <doi:10.1080/01621459.1968.10480934>.

Computationally efficient tool for performing variable selection and obtaining robust estimates, which implements robust variable selection procedure proposed by Wang, X., Jiang, Y., Wang, S., Zhang, H. (2013) <doi:10.1080/01621459.2013.766613>. Users can enjoy the near optimal, consistent, and oracle properties of the procedures.

Implements the Robust Scoring Equations estimator to fit linear
    mixed effects models robustly.
    Robustness is achieved by modification of the scoring equations
    combined with the Design Adaptive Scale approach.

Robust covariance estimation for matrix-valued data and data with Kronecker-covariance structure using the Matrix Minimum Covariance Determinant (MMCD) estimators and outlier explanation using and Shapley values.

Robust inference methods for fixed-effect and random-effects models of meta-analysis are implementable. The robust methods are developed using the density power divergence that is a robust estimating criterion developed in machine learning theory, and can effectively circumvent biases and misleading results caused by influential outliers. The density power divergence is originally introduced by Basu et al. (1998) <doi:10.1093/biomet/85.3.549>, and the meta-analysis methods are developed by Noma et al. (2022) <forthcoming>.