Robust Robust Statistical Methods Martin Maechler 2018-05-25

Robust (or "resistant") methods for statistics modelling have been available in S from the very beginning in the 1980s; and then in R in package stats. Examples are median(), mean(*, trim = . ), mad(), IQR(), or also fivenum(), the statistic behind boxplot() in package graphics) or lowess() (and loess()) for robust nonparametric regression, which had been complemented by runmed() in 2003. Much further important functionality has been made available in recommended (and hence present in all R versions) package MASS (by Bill Venables and Brian Ripley, see the book Modern Applied Statistics with S). Most importantly, they provide rlm() for robust regression and cov.rob() for robust multivariate scatter and covariance.

This task view is about R add-on packages providing newer or faster, more efficient algorithms and notably for (robustification of) new models.

Please send suggestions for additions and extensions to the task view maintainer.

An international group of scientists working in the field of robust statistics has made efforts (since October 2005) to coordinate several of the scattered developments and make the important ones available through a set of R packages complementing each other. These should build on a basic package with "Essentials", coined robustbase with (potentially many) other packages building on top and extending the essential functionality to particular models or applications. Further, there is the quite comprehensive package robust, a version of the robust library of S-PLUS, as an R package now GPLicensed thanks to Insightful and Kjell Konis. Originally, there has been much overlap between 'robustbase' and 'robust', now robust depends on robustbase, the former providing convenient routines for the casual user where the latter will contain the underlying functionality, and provide the more advanced statistician with a large range of options for robust modeling.

We structure the packages roughly into the following topics, and typically will first mention functionality in packages robustbase and robust.

MASS robustbase robust rrcov covRobust coxrobust distr drgee FRB georob GSE multinomRob lqmm mblm mvoutlier OutlierDC OutlierDM quantreg RandVar rgam ROptEst ROptRegTS robcor RobAStBase RobLox RobLoxBioC RobPer RobRex RobRSVD robumeta RobustAFT robfilter robustlmm robustX rrcovHD rrcovNA RSKC sandwich ssmrob wle robustgam robustloggamma robustreg rorutadis TEEReg robustDA WRS2 robeth roahd Mailing list: R Special Interest Group on Robust Statistics Robust Statistics in R (TU Vienna) distr robast robkalman robust-ts