Basic Robust Statistics
Overview
"Essential" Robust Statistics. Tools allowing to analyze data with robust methods. This includes regression methodology including model selections and multivariate statistics where we strive to cover the book "Robust Statistics, Theory and Methods" by 'Maronna, Martin and Yohai'; Wiley 2006.
NEW FEATURES
- Our
weights()methods forlmrobandglmrobresults now work forweights(mod, type = "working")which are proportional to thetype = "robustness"weights. This allows using the "influence measures" fromstats, e.g.,influence(<lmrob>); now tested somewhat.
From inst/NEWS.Rd in the release
Install
Health
NOTEtestsr-patched-linux-x86_64
Running ‘LTS-specials.R’ [1s/1s] Running ‘MCD-specials.R’ [0s/1s] Comparing ‘MCD-specials.Rout’ to ‘MCD-specials.Rout.save’ ... 313,314c313 < In covMcd(X) : < The covariance matrix of the data is singular. --- > In covMcd(X) : The covariance matrix of the data is singular. Running ‘MT-tst.R’ [7s/8s] Running ‘NAcoef.R’ [1s/1s] Comparing ‘NAcoef.Rout’ to ‘NAcoef.Rout.save’ ... OK Running ‘OGK-ex.R’ [1s/1s] Comparing ‘OGK-ex.Rout’ to ‘OGK-ex.Rout.save’ ... OK Running ‘Qn-Sn-plots.R’ [1s/1s] Running ‘Rsquared.R’ [1s/1s] Comparing ‘Rsquared.Rout’ to ‘Rsquared.Rout.save’ ... OK Running ‘binom-ni-small.R’ [1s/1s] Comparing ‘binom-ni-small.Rout’ to ‘binom-ni-small.Rout.save’ ... OK Running ‘binom-no-x.R’ [0s/1s] Running ‘comedian-tst.R’ [0s/1s] Running ‘exact-fit-categorical.R’ [0s/1s] Running ‘glmrob-1.R’ [8s/9s] Running ‘glmrob-specials.R’ [0s/1s] Running ‘huber-etc.R’ [0s/1s] Comparing ‘huber-etc.Rout’ to ‘huber-etc.Rout.save’ ... OK Running ‘large- ...[truncated]... /3s] Running ‘lmrob-ex12.R’ [2s/3s] Running ‘lmrob-methods.R’ [1s/1s] Comparing ‘lmrob-methods.Rout’ to ‘lmrob-methods.Rout.save’ ... OK Running ‘lmrob-psifns.R’ [4s/4s] Comparing ‘lmrob-psifns.Rout’ to ‘lmrob-psifns.Rout.save’ ... OK Running ‘m-s-estimator.R’ [2s/2s] Running ‘mc-etc.R’ [1s/1s] Running ‘mc-strict.R’ [14s/18s] Running ‘nlregrob-tst.R’ [14s/18s] Running ‘nlrob-tst.R’ [2s/3s] Running ‘poisson-ex.R’ [1s/1s] Running ‘psi-rho-etc.R’ [1s/1s] Comparing ‘psi-rho-etc.Rout’ to ‘psi-rho-etc.Rout.save’ ... OK Running ‘small-sample.R’ [8s/9s] Comparing ‘small-sample.Rout’ to ‘small-sample.Rout.save’ ... OK Running ‘subsample.R’ [6s/7s] Running ‘tlts.R’ [1s/1s] Comparing ‘tlts.Rout’ to ‘tlts.Rout.save’ ... OK Running ‘tmcd.R’ [6s/7s] Running ‘weights.R’ [1s/1s] Comparing ‘weights.Rout’ to ‘weights.Rout.save’ ... OK Running ‘wgt-himed-xtra.R’ [3s/3s] Running ‘wgt-himed.R’ [0s/1s] Comparing ‘wgt-himed.Rout’ to ‘wgt-himed.Rout.save’ ... OK
- NOTE12 OK, 1 NOTE2026-09-09
- ERROR11 OK, 1 NOTE, 1 ERROR2026-09-04
- NOTE12 OK, 1 NOTE2026-07-30
- OK13 OK2026-07-24
- ERROR12 OK, 1 ERROR2026-07-23
Show 4 earlier changesHide 4 earlier changes
- OK13 OK2026-06-09
- NOTE12 OK, 1 NOTE2026-06-08
- WARNING12 OK, 1 WARNING2026-06-07
- OK14 OK2026-03-10
Documentation
- Help pages
- 109 (1 internal)
- Examples that run
- 100%102 run in a plain check
- Exported functions with examples
- 94%
- Documented parameters
- 86%
- Return-value docs
- 96%
- Help pages citing references
- 57%
Also includes 1 demo script (run with demo())
Downloads
Repository
Repository r-forge.r-project.org/scm/viewvc.php is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.
Dependencies
Installing robustbase adds 1 package (0 with compiled code, 24 KB of source tarballs). Heaviest: DEoptimR 24 KB.
Show the 48 most downloaded dependentsHide the 48 most downloaded dependents
and 100 more dependents and 41 packages that suggest it on CRAN ↗
Code & Tests
Datasets
People & History
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Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 0.99-7Latest
- 0.99-62025-09-04 · diff ↗
- RR 4.5.0 released · 2025-04-11
- 0.99-4-12024-09-27 · diff ↗
- 0.99-42024-08-19 · diff ↗
- 0.99-32024-07-01 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 0.99-22024-01-27 · diff ↗
- 0.99-12023-11-29 · diff ↗
- 0.99-02023-06-16 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 0.95-1
- RR 4.2.0 released · 2022-04-22
- 0.95-0
- 0.93-92021-09-27 · diff ↗
Show 78 earlier eventsHide 78 earlier events
- 0.93-82021-06-02 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.93-72021-01-04 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 0.93-62020-03-23 · diff ↗
- 0.93-52019-05-12 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 0.93-42019-03-19 · diff ↗
- 0.93-32018-09-21 · diff ↗
- 0.93-22018-07-27 · diff ↗
- 0.93-1.12018-07-19 · diff ↗
- 0.93-12018-06-23 · diff ↗
- 0.93-02018-04-25 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.92-8
- RR 3.4.0 released · 2017-04-21
- 0.92-7
- 0.92-6
- RR 3.3.0 released · 2016-05-03
- 0.92-52015-07-22 · diff ↗
- 0.92-42015-06-11 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 0.92-32015-01-14 · diff ↗ ·
added 6 exports
colMedians, rowMedians, covComed, smoothWgt, .wgtFUN.covMcd, .wgtFUN.covComed - 0.92-22014-11-22 · diff ↗
- 0.92-12014-11-18 · diff ↗ ·
added 7 exports
mahalanobisD, outlierStats, r6pack, doScale, rankMM, classPC, .signflip - 0.91-1
- 0.91-02014-04-24 · diff ↗
- RR 3.1.0 released · 2014-04-10
- 0.90-22014-02-05 · diff ↗
- 0.90-12014-01-30 · diff ↗ ·
added 10 exports
robMD, .Mwgt.psi1, .Mchi.tuning.default, .Mpsi.tuning.default, .regularize.Mpsi, .Mchi.tuning.defaults, .Mpsi.tuning.defaults, nlrob.control, sigma, estimethod - 0.9-102013-07-25 · diff ↗
- 0.9-92013-07-23 · diff ↗
- 0.9-82013-06-15 · diff ↗ ·
removed 2 exports
nobs, droplevelsadded 12 exports
hampelPsi, Mpsi, Mchi, Mwgt, MrhoInf, .Mpsi, .Mchi, .Mwgt, .MrhoInf, glmrobBY.control, glmrobMT.control, BYlogreg - RR 3.0.0 released · 2013-04-03
- 0.9-72013-03-06 · diff ↗
- 0.9-6
- 0.9-5
- 0.9-42012-09-12 · diff ↗
- 0.9-32012-07-26 · diff ↗
- 0.9-22012-06-06 · diff ↗
- 0.9-12012-05-14 · diff ↗
- 0.9-0
- RR 2.15.0 released · 2012-03-30
- 0.8-1-12012-03-03 · diff ↗
- 0.8-02011-12-09 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 0.7-8
- 0.7-62011-05-25 · diff ↗
- RR 2.13.0 released · 2011-04-13
- 0.7-3
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- 0.5-0-12009-11-22 · diff ↗
- 0.5-02009-11-18 · diff ↗
- RR 2.10.0 released · 2009-10-26
- RR 2.9.0 released · 2009-04-17
- 0.4-52009-01-18 · diff ↗
- 0.4-42009-01-11 · diff ↗
- RR 2.8.0 released · 2008-10-20
- 0.4-32008-08-31 · diff ↗
- 0.4-22008-08-06 · diff ↗ ·
removed 1 export
lmrob.MMadded 5 exports
lmrob..M..fit, mc, adjbox, adjboxStats, adjOutlyingness - RR 2.7.0 released · 2008-04-22
- RR 2.6.0 released · 2007-10-03
- 0.2-82007-06-23 · diff ↗ ·
removed 1 export
pattern:^lmrob.*added 7 exports
h.alpha.n, tukeyChi, tukeyPsi1, lmrob.fit.MM, lmrob.MM, lmrob.S, lmrob.control - RR 2.5.0 released · 2007-04-24
- 0.2-7
- RR 2.4.0 released · 2006-10-03
- 0.2-62006-10-01 · diff ↗
- 0.2-52006-09-29 · diff ↗
- 0.2-42006-09-29 · diff ↗
- 0.2-3
- 0.2-22006-06-16 · diff ↗
- 0.2-12006-06-13 · diff ↗
- RR 2.3.0 released · 2006-04-24
- 0.1-5
- 0.1-4
- 0.1-22006-02-10
- RR 2.2.0 released · 2005-10-06
Package metadata
- First published
- 2006-02-10
- Total releases
- 66 / 20 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 225 KB / 41 files
- Download size
- 2.2 MB
Cite
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