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robust2sls

0.2.4Package record

Outlier Robust Two-Stage Least Squares Inference and Testing

0packages depend
5.2Kdownloads / year
96.5%test coverage
13/13flavors OK

Overview

About

An implementation of easy tools for outlier robust inference in two-stage least squares (2SLS) models. The user specifies a reference distribution against which observations are classified as outliers or not. After removing the outliers, adjusted standard errors are automatically provided. Furthermore, several statistical tests for the false outlier detection rate can be calculated. The outlier removing algorithm can be iterated a fixed number of times or until the procedure converges. The algorithms and robust inference are described in more detail in Jiao (2019) https://drive.google.com/file/d/1qPxDJnLlzLqdk94X9wwVASptf1MPpI2w/view.

Changes in 0.2.4

This version only updates the unit tests and vignettes.

Changes to Unit Tests

  • discovered slight changes in 14th or 15th decimals
  • discovered changes to some random number generations from generate_data(),

which were traced back to changes in the environment and changes in the MASS pkg

  • restructured the tests to rely on fixtures
  • created fixed datasets, stored in tests/testthat/testdata/
  • replaced generate_data() with readRDS() where possible
  • for mc_grid(), artifical data generation happens within the function body

using generate_data(); to make it use fixed datasets, used the mockery pkg

and macked the function to read in the stored datasets instead of drawing

randim data

Show all changes in 0.2.4Hide the rest of the changes in 0.2.4
  • fixed GH issue #19, making parallel execution more robust
  • introduced some tolerance to numerical comparisons
  • sup_test simulates pvalue, allowed for 0.015 tolerance diff (e.g. across OS)
  • iis_init snapshots rounded to tolerance 12 digits, set to 0 if smaller than that

Detailed Comments

  • created two tags, which represented steps along the way of these improvements:
  • v0.2.3-fixtures was developed on the old environment, changed tests to rely

on the fixed datasets and ensured all tests still passed; then converted to

new environment

  • v0.2.3-ivreg-fixes updated code (tests and vignettes) to avoid new warnings

about collinearity, which did not appear previously

  • also updated the gets pkg to v0.40, no changes were required

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 4.4 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-08
  • WARNING12 OK, 1 WARNING2026-06-07
Show 1 earlier changeHide 1 earlier change
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.2.4
READMEYes · 90 wordsVignettesYes · 3 · dynamicNEWSYes · 100% structured · mentions 0.2.4Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
49 (10 internal)includes a package overview page
Examples that run
no examples
Exported functions with examples
0%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
0%

Downloads

5.2K
CRAN downloads in the past year
Rank #10,168 · ~14/day · ~435/mo
Daily download trend is not available in this view yet.
36330 days
98190 days
5.2K1 year
Compare downloads with other packages →
Also on81 r2u11 autocran

Repository

1Stars
0Forks
0Open issues
1Open PRs
7Releases
507Commits
1Commit identities
507 commits · Last activity 2026-08-14 · 0% stars, 30d
Responsiveness
How these are sampled
PRs merged (all time)
61%
Median days to close, 50 most recently updated closed issues
201
Median days to close, 50 most recently updated closed PRs
0

Stars over time

2022-08-15 · 12026-07-07 · 1
PracticesBeta

8 development-tooling and community-health practices detected across 6 families in the upstream repository

Checks run against github.com/jkurle/robust2sls on 2026-10-11.

Continuous integration (2)
GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (1)
README.Rmd
Coverage (1)
Coverage reporting (Codecov)
Reproducibility and dev environment (1)
data-raw/
Show all practicesHide 2 practices
CRAN release process (2)
cran-comments.mdrevdep/
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
17 external dependencies (excludes base and recommended)

Installing robust2sls adds 84 packages (39 with compiled code, 64 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, doBy 4.3 MB.

Depends (1)
R >= 2.10
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 0.1.0 (2021)
Releases (6)

Pick two releases to compare their code metrics.

  • 0.2.4Latest
    record
    2026-08-20 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • 0.2.3
    record
    2025-05-21 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 0.2.2
    record
    2023-01-11 · diff ↗
  • 0.2.1
    record
    2022-08-15 · diff ↗ ·
    added 5 exports
    extract_formula, iis_init, nonmissing, selection_iis, simes
  • R
    R 4.2.0 released · 2022-04-22
  • 0.2.0
    record
    2022-02-14 · diff ↗ ·
    added 8 exports
    counttest, gauge_covar, globaltest, multi_cutoff, mvn_sup, proptest, sumtest, suptest
  • 0.1.0
    record
    2021-11-23
  • R
    R 4.1.0 released · 2021-05-18

Package metadata

First published
2021-11-23
Total releases
6 / 5 yrs
License
GPL-3 OSI
Minimum R
≥ 2.10
Download size
738 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("robust2sls")
Kurle, J. (2026). robust2sls: Outlier Robust Two-Stage Least Squares Inference and Testing (Version 0.2.4) [Computer software]. https://doi.org/10.32614/CRAN.package.robust2sls

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for robust2sls version 0.2.4 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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