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robust: Port of the S+ “Robust Library”

This package contains the Robust Library version 0.4


  • This package contains the following robust methods:
    • Robust Covariance estimation (scatter and location)
    • Robust Linear Regression
    • Robust Generalized Linear Models
    • Robust Gamma, Weibull, and lognormal parameter estimation
  • A method for side-by-side comparison of robust and classical models is also provided. Please see Robust.pdf for further details.

Installation

The robust package is on CRAN (The Comprehensive R Archive Network) and the latest release can be easily installed using the command

install.packages("robust")

Building from source

To install the latest stable development version from GitHub, you can pull this repository and install it using

## install.packages("remotes")
remotes::install_github("valentint/robust")

Of course, if you have already installed remotes, you can skip the first line (I have commented it out).

Community guidelines

Report issues and request features

If you experience any bugs or issues or if you have any suggestions for additional features, please submit an issue via the Issues tab of this repository. Please have a look at existing issues first to see if your problem or feature request has already been discussed.

Contribute to the package

If you want to contribute to the package, you can fork this repository and create a pull request after implementing the desired functionality.

Ask for help

If you need help using the package, or if you are interested in collaborations related to this project, please get in touch with the package maintainer.

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Version

Install

install.packages('robust')

Monthly Downloads

4,954

Version

0.7-5

License

GPL (>= 3)

Issues

Pull Requests

Stars

Forks

Last Published

August 17th, 2024

Functions in robust (0.7-5)

ddPlot.covfm

Distance - Distance Plot
overlaidDenPlot.fdfm

Overlaid Density Plot
lmRob.fit

Robust Fitter Functions for Linear Models
plot.covfm

Plot Method
lmRob.control

Control Parameters for Robust Linear Regression
breslow.dat

Breslow Data
lognormRob

Robust Estimation of Lognormal Distribution Parameters
stack.dat

Brownlee's Stack-Loss Data
plot.fdfm

fdfm Plot Method
covClassic

Classical Covariance Estimation
step.lmRob

Build a Model in a Stepwise Fashion
covRob

Robust Covariance/Correlation Matrix Estimation
lognormRob.control

Control Parameters for lognormRob
ellipsesPlot.covfm

Ellipses Plot - Visual Correlation Matrix Comparison
anova.glmRob

ANOVA for Robust Generalized Linear Model Fits
gen.data

Generate Data With Contamination
gammaRob.control

Control Parameters for gammaRob
update.lmRob

Update an lmRob Model Object
weibullRob

Robust Estimation of Weibull Distribution Parameters
fitdstnRob

Robust Fitting of Univariate Distributions
fitdstn

Maximum-likelihood Fitting of Univariate Distributions
gammaRob

Robust Estimation of Gamma Distribution Parameters
glmRob.misclass

Consistent Misclassification Estimator
glmRob

Fit a Robust Generalized Linear Model
glmRob.misclass.control

Control for Misclassification Robust GLM Estimator
glmRob.object

Robust Generalized Linear Model Fit
glmRob.mallows

Mallows Type Estimator
screePlot.covfm

Comparison Screeplot
leuk.dat

Leuk Data
residuals.glmRob

Residuals Methods for glmRob Objects
glmRob.mallows.control

Control for Mallows-type Robust GLM Estimator
lsRobTest

Bias Test for Least-Squares Regression Estimates
weibullRob.control

Control Parameters for weibullRob
glmRob.control

glmRob Control Parameters
plot.glmRob

Diagnostic Regression Plots
woodmod.dat

Modified Wood Data
mallows.dat

Mallows Data
plot.lmRob

Diagnostic Regression Plots
weight.funs

Weight Functions Psi, Rho, Chi
predict.glmRob

Predict Method for Robust Generalized Linear Model Fits
summary.covfm

Summary Method
summary.glmRob

Summarizing Robust Generalized Linear Model Fits
lmRob.RFPE

Robust Final Prediction Errors
lmRob

High Breakdown and High Efficiency Robust Linear Regression
lmRob.fit.compute

Fit a Robust Linear Model
lmRob.object

Robust Linear Model Objects
predict.lmRob

Use predict() on an lmRob Object
qqPlot.fdfm

Comparison Quantile-Quantile Plot
rb.lmRob

Robust Bootstrap Standard Errors
summary.lmRob

Summarizing Robust Linear Model Fits
test.lmRob

Various Tests of Robust Regression Estimates
anova.lmRob

ANOVA for Robust Linear Model Fits
covRob.control

Control Parameters for Robust Covariance Estimation
glmRob.cubif

Robust GLM CUBIF Fitter
glmRob.cubif.control

Control Parameters for the Bounded Influence Robust GLM Estimator
distancePlot.covfm

Side-by-Side Mahalanobis Distance Plot
drop1.lmRob

Compute an Anova Object by Dropping Terms