Basic Robust Statistics

"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.


Reference manual

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0.92-7 by Martin Maechler, 9 months ago

Browse source code at

Authors: Martin Maechler [aut, cre], Peter Rousseeuw [ctb] (Qn and Sn), Christophe Croux [ctb] (Qn and Sn), Valentin Todorov [aut] (most robust Cov), Andreas Ruckstuhl [aut] (nlrob, anova, glmrob), Matias Salibian-Barrera [aut] (lmrob orig.), Tobias Verbeke [ctb] (mc, adjbox), Manuel Koller [aut] (lmrob, psi-func.), Eduardo L. T. Conceicao [aut] (MM-, tau-, CM-, and MTL- nlrob), Maria Anna di Palma [ctb] (initial version of Comedian)

Documentation:   PDF Manual  

Task views: Multivariate Statistics, Robust Statistical Methods

GPL (>= 2) license

Imports stats, graphics, utils, methods, DEoptimR

Suggests grid, MASS, lattice, boot, cluster, Matrix, robust, fit.models, MPV, xtable, ggplot2, GGally, RColorBrewer, reshape2, sfsmisc, catdata

Imported by BIGL, CerioliOutlierDetection, DetR, GSE, GeoXp, Gmedian, KRMM, MAINT.Data, MKmisc, MVN, MendelianRandomization, PhylogeneticEM, PlasmaMutationDetector, RcmdrPlugin.PcaRobust, StatDA, VIM, bulletr, chemometrics, chipPCR, complmrob, covmat, dataMaid, dfphase1, ergm, fAssets, fPortfolio, fpc, georob, groc, highfrequency, ldstatsHD, lessR, metRology, mvoutlier, pcalg, qGaussian, qqplotr, roahd, robreg3S, robust, robustX, robustlmm, robustloggamma, robustvarComp, rospca, rrcov3way, sdcMicro, semiArtificial, shotGroups, sprm, tergm.

Depended on by BMA, DetMCD, FastHCS, ForwardSearch, GWmodel, MALDIrppa, MBmca, RobPer, RobustAFT, ccaPP, compositions, cvTools, ddalpha, dmm, ltsbase, muma, perry, qpcR, robCompositions, robfilter, robustHD, robustgam, rrcov, rrcovHD, rrcovNA, sscor, ssmrob, tsqn, univOutl.

Suggested by ChemoSpec, DepthProc, ICS, PLSbiplot1, PerformanceAnalytics, PortfolioAnalytics, cellWise, depth, mlr, mrfDepth, multcomp, robcor, rsae, simsalapar, timeSeries.

Enhanced by DEoptimR, stargazer, texreg.

See at CRAN