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[RsR] Tutorial: Introduction to Robust Statistics with R

Martin Maechler 
ValenT> Today I came across the announcement of the tutorial at the UseR! Conference 
    ValenT> in Dortmund "Introduction to Robust Statistics with R" and was surprised to 
    ValenT> see that it will "... use R functions mainly from packages 'MASS' and ..."

didn't you guess I was the culprit ?  :-)
I think I mainly mentioned MASS because it's been a standard R
package for a long time.

    ValenT> I wonder what does 'MASS' still has that 'robustbase' & cie do not have?

Probably not much, but
simple  M-estimate for regression with flexible choice of
psi/rho function is something not available as "high-level"
in robustbase::lmrob() nor robust::lmRob() I think.

E.g. if you have only categorical predictors, such "simple" M estimates 
may make much sense, no?

Regards,
Martin

Thread (3 messages)

Valentin Todorov Tutorial: Introduction to Robust Statistics with R Jun 6 Martin Maechler Tutorial: Introduction to Robust Statistics with R Jun 7 Valentin Todorov Tutorial: Introduction to Robust Statistics with R Jun 7