Forum: Version 0.8 of RobASt-family of packages on CRAN soon

Posted by: Peter Ruckdeschel
Date: 2011-01-20 09:53
Summary: Version 0.8 of RobASt-family of packages on CRAN soon
Project: RobASt - Robust Asymptotic Statistics

Development Status : 4 - Beta
License : GNU Lesser General Public License (LGPL)
Natural Language : English : German
Operating System : OS Independent
Programming Language : R
Topic : Modelling Non-Gaussian Data : Regression Models : Robust Statistics

Content:

New versions 0.8 of our RobASt-family of packages are now available on CRAN.
[we have just uploaded them to CRAN]

Most importantly, we have included:

+ a quasi-MC trick by Nataliya Horbenko to better produce
random variables under complicated not necessarily
monotone transformations

+ enhanced functions
infoPlot, (plots relative information used for coordinates
of a parameter estimator)
ddPlot, (distance-distance plot)
cniperPointPlot, (cniper concept for seemingly harmless
contamination behavior)
qqplot (now gets outlier corrected versions)

+ new risks: asAnscombe, asL1, asL4
for asymptotic L1 L4 risk, and optimal bias robust estimator,
to given efficiency loss in ideal model

+ new helper methods makeIC
to apply to functions or list of functions
for easily producing (suboptimal) ICs

+ new function getReq for two ICs IC1 and IC2
to compute a radius interval where IC1 is better
than IC2 acc. to G-Risk

+ new function getMaxIneff() to compute,
for any IC of class 'IC', the maximal inefficiency
for radius r varying in [0,Inf)

+ as well as several bug fixes

For more details see the corresponding NEWS files
(e.g. news(package = "RobAStBase")
or using function NEWS from package startupmsg
i.e. NEWS("RobAStBase")).

Best
Peter
Matthias
Nataliya

Latest News

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Peter Ruckdeschel - 2018-08-20 07:26 -

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...

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