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RobStatTM: 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.

Version: 1.0.11
Depends: R (≥ 3.5.0)
Imports: stats, pyinit, rrcov, robustbase
Suggests: R.rsp
Published: 2024-10-17
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

Documentation:

Reference manual: RobStatTM.pdf
Vignettes: Optimal Bias Robust Regression Psi and Rho (source)
Polynomial Opt and mOpt Rho Functions in RobStatTM (source)
RobStatTM Package Vignette (source)
Using the fit.models Package with RobStatTM (source)

Downloads:

Package source: RobStatTM_1.0.11.tar.gz
Windows binaries: r-devel: RobStatTM_1.0.11.zip, r-release: RobStatTM_1.0.11.zip, r-oldrel: RobStatTM_1.0.11.zip
macOS binaries: r-release (arm64): RobStatTM_1.0.11.tgz, r-oldrel (arm64): RobStatTM_1.0.11.tgz, r-release (x86_64): RobStatTM_1.0.11.tgz, r-oldrel (x86_64): RobStatTM_1.0.11.tgz
Old sources: RobStatTM archive

Reverse dependencies:

Reverse imports: facmodCS, facmodTS, PCRA, RPEIF, RPESE, RRBoost
Reverse suggests: PerformanceAnalytics, PortfolioAnalytics, RBF

Linking:

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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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