robeth package - RDocumentation

addc

Adds a column vector to a transformed design matrix and updates its QR-decomposition

Qn.Exp.f

Auxiliary function to compute quantiles of survival cdf

cerfd

Complemented error function (double precision)

cerf

Complemented error function (single precision)

cibeat

Determination of the parameter d of the Huber weight function

cimedv

Initial values for the iterative algorithms implemented in CYFALG, CYNALG, and CYGALG

cirock

Initial values for the Rocke estimates of covariance

cquant

Inverse of the cumulative Chi2-distribution function

comval

Gives the current values ofthe parameters of the ROBETH subroutine common blocks

Random

Uniform random number generator

exch

Exchanges two columns of a symmetric matrix

dpoiss

Diagonal matrix D for the Poisson case in discrete GLM

Regtau.f

Auxiliary function for the computation of QQopt

dfvals

Provide default values for most scalar parameters used by the Robeth subroutines

dfrpar

Sets default parameters for regression estimates

gyastp

Fixed-point algorithm for the A-step

cicloc

Determination of the parameter c of the Huber weight function from the proportion eps of contamination

cifact

Determination of the correction factor for the M-estimate based on Huber weight function

hysest

Resampling algorithm for the computation of S-estimates

cfrcov

Computation of fC.fC.inv(AT A) for a given matrix A and scale factor fC

.dFvGet

Provide the current values of the scalar parameters used by the Robeth subroutines

RegtauW.f

Auxiliary function for the computation of QQopt

.dFvPut

Set the current values of the scalar parameters used by the Robeth subroutines

Dbinom

Diagonal matrix D for the binomial case in discrete GLM

fcum

Cumulative F-distribution function

lgama

Logarithm at the Gamma-function at the point x

gycstp

Newton-type algorithm for the c-step

chi

Chi weight function for location and regression

exchd

Exchanges two columns of a symmetric matrix (double precision)

Fn.Exp.f

Parametric estimate of survival cdf

hysestw

Resampling algorithm for the computation of weighted S-estimates

dfcomn

Assigns values to the ROBETH parameters included in common blocks

dotp

Forms the scalar (dot) product of two vectors

cynalg

Newton-type algorithm for the computation of an M-estimate of multivariate location and scatter

binprd

Binomial probability distribution

gintac

Initial values of theta, A and c_i,...,c_n

airefq

Asymptotic relative efficiency of a general M-estimate for a model with mu quantitative and nu qualitative covariates

cyfalg

Fixed-point algorithm for the computation of an M-estimate of multivariate location and scatter

gaussd

Cumulative Gaussian distribution function (double precision)

dotpd

Forms the scalar (dot) product of two vectors (double precision)

glmdev

The total deviance of the fitted generalizrd linear model

gfedca

Diagonal matrices D_G and E_G

liepsu

Computation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s) dPhi(s) when Psi is a user-supplied external function

libet0

Computation of Beta0 = Phi_inv(0.75)

cygalg

Conjugate gradient algorithm for the computation of an M-estimate of multivariate location and scatter

lmdd

Median and median absolute deviation

gymain

Main algorithm

gytstp

Newton-type algorithm for the theta-step

lyhalg

M-estimate of location with simultaneous estimation of scale

lyhdle

Hodges-Lehman estimate and confidence intervals for the center of symmetry based on the one-sample Wilcoxon test

minv

Inverts a triangular matrix

liindh

Inverts the approximate null distribution of the one-sample Wilcoxon test statistic

minvd

Inverts a triangular matrix (double precision)

lrfctd

Computation of Li, li and lip

mtt2d

Multiplies a lower-triangular matrix by its transpose (double precision)

ingama

Incomplete Gamma-integral function

mymvlm

Simultaneous computation of the MVE and LMS estimates

mtt3

Multiplies a triangular matrix by a triangular matrix

mff

Multiplies a full matrix by a full matrix

kiedch

Diagonal matrices D_M, E_M, D_S, E_S when psi is the Huber function

swapd

Interchanges two vectors (double precision)

fstord

Determination of the j-th order statistic

kiedcu

Diagonal matrices D_M, E_M, D_S, E_S when psi is a user-supplied function

nlgm

Logarithm of the Gamma-function at the point n/2

kfascv

Backtransformation of the covariance matrix of the coefficient estimates

gauss

Cumulative Gaussian distribution function

xsyd

Evaluates a quadratic form (double precision)

rysalg

S-algorithm for M-estimates

mffd

Multiplies a full matrix by a full matrix (double precision)

liclls

Classical estimates of mean and standard deviation

liepsh

Computation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s) dPhi(s) when Psi is the Huber function

mchld

Cholesky decomposition of a symmetric matrix (double precision)

messagena

Print a message when a required argument is missing

mhat

Computes the diagonal elements of the hat matrix

kfedcb

Diagonal hat matrices D_M, E_M, D_S, and E_S

libeth

Computation of Int Chi(s) dPhi(s) when Chi=Psi.Psi/2 and Psi is the Huber function

mfyd

Multiplies a full matrix by a vector (double precision)

libetu

Computation of Int Chi(s) dPhi(s) when Chi is a user-supplied function

h12d

Constructs and/or applies a single elementary Householder transformation (double precision)

h12

Constructs and/or applies a single elementary Householder transformation

lilars

Median an median absolute deviation

tauare

Asymptotic relative efficiency of the tau-test

nrm2

Forms the Euclidean norm of a vector

ttaskt

Computes the matrix Ktau

hylmse

Resampling algorithm for the computation of the LMS estimate

ktaskv

Covariance matrix of the coefficient estimates of the form f.inv(XT X)

mssd

Multiplies a symmetric matrix by a symmetric matrix (double precision)

mtt1

Multiplies an upper-triangular matrix by its transpose

hyltse

Resampling algorithm for the computation of the LTS estimate

Ucv

u weight function for covariances

precs

Algorithmic determination of the smallest double precision positive number x

kfedcc

Diagonal 'check' matrices D_M, E_M, D_S, and E_S

probst

Cumulative t-distribution function

ktaskw

Covariance matrix of the coefficient estimates of the form f.inv(S1) S2 inv(S1)

kiascv

Covariance matrix of the coefficient estimates of the form f.inv(XT X) in the transformed coordinate system

rybifr

Bounded influence regression

kffacv

Correction factor f_H for the covariance matrix of a Huber-type estimate

lytau2

tau-test for the shift parameter

lymnwt

Nonparametric estimate and confidence intervals for the shift parameter based on the Mann-Whitney test statistic

nrm2d

Forms the Euclidean norm of a vector (double precision)

msf

Multiplies a symmetric matrix by a full matrix

mlyd

Multiplies a lower-triangular matrix by a vector (double precision)

littst

t-test for the shift parameter

rysigm

Iterative algorithm for the computation of an M-estimate of the scale parameter when the residuals are given

Psp

psi' weight function for location and regression

liindw

Inverts the approximate null distribution of the Mann-Whitney test statistic

mly

Multiplies a lower-triangular matrix by a vector

mchl

Cholesky decomposition of a symmetric matrix

mfragr

Generation and comparison of all regressions on subsets of covariates

Wpcv

w' weight function for covariances

liinds

Inverts the approximate null distribution of the sign test statistic

userfs

Dummy u user function

riclls

Solution of the least squares problem

mirtsr

Computation of (robust) t-statistics for t-directed search

lywalg

W-algorithm for M-estimate of location

msfd

Multiplies a symmetric matrix by a full matrix (double precision)

mfy

Multiplies a full matrix by a vector

vcv

v weight function for covariances

ucv

u weight function for covariances

poissn

Poisson distribution

msf1

Multiplies a symmetric matrix by a full matrix when the result is a symmetric matrix

ribet0

Computation of the constant Beta0

mss

Multiplies a symmetric matrix by a symmetric matrix

rilars

Solution of the least absolute residual problem

mtyd

Multiplies an upper-triangular matrix by a vector

mtt2

Multiplies a lower-triangular matrix by its transpose

msf1d

Multiplies a symmetric matrix by a full matrix when the result is a symmetric matrix

ruben

Cumulative distribution and density function of a linear combination of chi-2 random variables

zemll

Zeng method for censored data

vpcv

v' weight function for covariances

tteign

Computes the eigenvalues of the matrix Ktau

precd

Algorithmic determination of the smallest double precision positive number x

ribetu

Computation of the constant Beta when Chi is a user-supplied function

ribeth

Computation of the constant Beta when Chi=Psi.Psi/2 and Psi is the Huber function

wcv

v weight function for covariances

mtt1d

Multiplies an upper-triangular matrix by its transpose (double precision)

ryhalg

H-algorithm for M-estimates

swap

Interchanges two vectors

mtt3d

Multiplies a triangular matrix by a triangular matrix (double precision)

to.character

Convert local variable to Fortran character

tisrtc

Permutes the columns of the design matrix: Predictors in omega are placed in the first q positions

rynalg

Newton algorithm with adaptive steps for M-estimates

mty

Multiplies an upper-triangular matrix by a vector

ugl

ub weight function for M-estimates in GLM

myhbhe

High breakdown point and high efficiency regression with test for bias

srt2

Sorts the components of a vector in ascending order and permutes the components of another vector accordingly

psi

psi weight function for location and regression

Psi

psi weight function for location and regression

wyfalg

Fixed-point algorithm for the computation of the matrix A

Www

w weight function for covariances

Wcv

w weight function for covariances

upcv

u' weight function for covariances

robeth-package

Interface for the FORTRAN programs developed at the ETH-Zuerich and then at IUMSP-Lausanne

permv

Permutes the elements of a vector

permc

Permutes the columns of a matrix by means of transpositions

rywalg

W-algorithm for M-estimates

wynalg

Newton-Huber algorithm for the computation of the lower-triangular matrix A in the standardized case

xsy

Evaluates a quadratic form

rmvc

Removes a column from a transformed design matrix and updates its QR-decomposition

psp

psi' weight function for location and regression

xerp

Density of the norm of a standard Gaussian vector with p components

wfshat

Schweppe original weight proposal

to.integer

Convert local variable to Fortran integer

to.single

Convert local variable to Fortran single precision

scal

Scales a vector by a constant

to.double

Convert local variable to Fortran double precision

tquant

Inverse of the cumulative t-distribution function

xerf

Gaussian density function

rimtrd

Double precision version of RIMTRF

rimtrf

Upper triangularization (QR-decomposition) of the design matrix and determination of its pseudorank

www

w weight function

quant

Inverse of the standard Gaussian cumulative distribution function

userfd

Dummy u user function (double precision)

rho

rho weight function for location and regression

wygalg

Conjugate gradient algorithm for the computation of the lower-triangular matrix A in the standardized case

tfrn2t

Computes the Rn2-test statistic for a linear hypothesis in canonical form

srt1

Sorts the components of a vector in ascending order

wpcv

w' weight function for covariances

Rho

Rho weight function for location and regression

scald

Scales a double precision vector by a constant

tftaut

Computes the tau-test statistic for a linear hypothesis in canonical form

wyfcol

Modified fixed-point algorithm for collinear data in the standardized case

Upcv

u' weight function for covariances

wimedv

Initial value of the matrix A

QD2funC.f

Auxiliary function to find lambda parameter for extended loggamma distribution

QD2coef.f

Auxiliary function to find mu and sigma parameter for extended loggamma distribution

airef0

Asymptotic relative efficiency of a general M-estimate for a model with mu quantitative covariates with or without a constant term

Chi

Chi weight function for location and regression

cia2b2

Determination of the parameters a2 and b2 of the Huber weight function from the proportion eps of contamination

chisq

Cumulative Chi-square distribution function

robeth (version 2.7-8)

R Functions for Robust Statistics

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Functions in robeth (2.7-8)