[R] robust regression packages for R?
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Sat Mar 4 09:01:59 CET 2000
On 3 Mar 2000, Tomislav Goles wrote:
> I was wondering if there are any robust regression packages
> available for R? I would prefer robust MM regression package
> something like what is described in the S-Plus manual (S-Plus
> function is lrRobMM and it calls fortran ROBETH package).
You could try function rlm in package MASS (in the VR bundle). That has an
MM option, and was originally written to work around problems with the
(then) version of lmRobMM in S-PLUS. It uses lqs in package lqs, and that
is substantailly faster than the ROBETH-based code (as I started with that
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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