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RobStatTM

Robust Statistics: Theory and Methods

v1.0.11 · Oct 17, 2024 · GPL (>= 3)
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Description

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.

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14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (10)

imports

PCRA RPEIF RPESE RRBoost facmodCS facmodTS tidyquant

suggests

PerformanceAnalytics PortfolioAnalytics RBF

Dependency Network

Dependencies Reverse dependencies pyinit rrcov robustbase PCRA RPEIF RPESE RRBoost facmodCS facmodTS tidyquant PerformanceAnalytics PortfolioAnalytics RBF RobStatTM

Version History

new 1.0.11 Mar 10, 2026
updated 1.0.11 ← 1.0.8 diff Oct 16, 2024
updated 1.0.8 ← 1.0.7 diff Nov 27, 2023
updated 1.0.7 ← 1.0.5 diff Apr 4, 2023
updated 1.0.5 ← 1.0.3 diff Apr 17, 2022
updated 1.0.3 ← 1.0.2 diff Nov 29, 2021
updated 1.0.2 ← 1.0.1 diff Mar 2, 2020
updated 1.0.1 ← 1.0.0 diff Aug 6, 2019
new 1.0.0 Apr 22, 2019