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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.
Version: | 1.0.8 |
Depends: | R (≥ 3.5.0) |
Imports: | stats, pyinit, rrcov, robustbase |
Suggests: | R.rsp |
Published: | 2023-11-27 |
DOI: | 10.32614/CRAN.package.RobStatTM |
Author: | 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] |
Maintainer: | Matias Salibian-Barrera <matias at stat.ubc.ca> |
License: | GPL (≥ 3) |
NeedsCompilation: | yes |
Materials: | NEWS |
In views: | Robust |
CRAN checks: | RobStatTM results |
Package source: | RobStatTM_1.0.8.tar.gz |
Windows binaries: | r-devel: RobStatTM_1.0.8.zip, r-release: RobStatTM_1.0.8.zip, r-oldrel: RobStatTM_1.0.8.zip |
macOS binaries: | r-release (arm64): RobStatTM_1.0.8.tgz, r-oldrel (arm64): RobStatTM_1.0.8.tgz, r-release (x86_64): RobStatTM_1.0.8.tgz, r-oldrel (x86_64): RobStatTM_1.0.8.tgz |
Old sources: | RobStatTM archive |
Reverse imports: | facmodCS, facmodTS, PCRA, RPEIF, RPESE, RRBoost |
Reverse suggests: | PerformanceAnalytics, PortfolioAnalytics, RBF |
Please use the canonical form https://CRAN.R-project.org/package=RobStatTM to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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