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[RsR] Tutorial: Introduction to Robust Statistics with R

3 messages · Valentin Todorov, Martin Maechler

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



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



Best regards,

Valentin
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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
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Hey Martin, why do you read/write mails instead of watching the EM matches 
(sorry)?! I do not care much about soccer too but just opened a bottle of 
Portuguese wine to celebrate and would like to use the opportunity to 
congratulate our Portuguese robastniks.

    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 ..."
Of course I did, therefore I allowed myself to pull your leg.
Then you should mention also MINVOL, ROBETH, COVINTER, PROGRESS which were 
around for quite a long time so far and are in all caps too.

But seriously speaking, 'MASS' stroke my eyes and I am sure that this will 
be what a newcomer will take home (the advantage of all caps you know, we 
should rather have chosen ROBUSTBASE).


Best regards,

Valentin