Algorithms, Routines, and S-Functions for Robust Statistics

Download or read book Algorithms, Routines, and S-Functions for Robust Statistics written by Alfio Marazzi and published by CRC Press. This book was released on 1993-02-01 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: ROBETH (written in ANSI FORTRAN 77) is a systematized collection of algorithms that allows computation of a broad class of procedures based on M- and high-breakdown point estimation, including robust regression, robust testing of linear hypotheses, and robust coveriances. This book describes the computational procedures included in ROBETH. Each chapter is organized into three parts: 1. An overview of the theoretical background for the statistical and numerical methods 2. A detailed description of the corresponding FORTRAN subroutines and of the numerical algorithms as they are implemented 3. The scripts of several examples concerning the use of ROBETH by means of the S-PLUS interface, including some examples of high-level S functions.