[R] High breakdown/efficiency statistics -- was RE: Rosner's test [Broadcast]
Martin Maechler
maechler at stat.math.ethz.ch
Fri Jun 23 07:52:11 CEST 2006
>>>>> "AndyL" == Liaw, Andy <andy_liaw at merck.com>
>>>>> on Thu, 22 Jun 2006 14:21:17 -0400 writes:
AndyL> What would be nice is to have something like a
AndyL> "robust" task view... Andy
Indeed. I have volunteered to do this a while ago.
First wanted to get "robustbase" to a "reasonable" state.
A 'robust' CRAN task view is planned to be done by the end of
the summer, hopefully even earlier.
Martin
AndyL> From: Berton Gunter
>> Many thanks for this Martin. There now are several
>> packages with what appear to be overlapping functions (or
>> at least algorithms). Besides those you mentioned,
>> "robust" and "roblm" are at least two others. Any
>> recommendations about how or whether to choose among
>> these for us enthusiastic but non-expert users?
>>
>>
>> Cheers, Bert
>>
>>
>> > -----Original Message----- > From: Martin Maechler
>> [mailto:maechler at stat.math.ethz.ch] > Sent: Thursday,
>> June 22, 2006 2:04 AM > To: Berton Gunter > Cc: 'Robert
>> Powell'; r-help at stat.math.ethz.ch > Subject: Re: [R]
>> Rosner's test
>> >
>> > >>>>> "BertG" == Berton Gunter <gunter.berton at gene.com>
>> > >>>>> on Tue, 13 Jun 2006 14:34:48 -0700 writes:
>> >
>> > BertG> RSiteSearch('Rosner') ?RSiteSearch or search
>> directly > BertG> from CRAN.
>> >
>> > BertG> Incidentally, I'll repeat what I've said >
>> BertG> before. Don't do outlier tests. They're > BertG>
>> dangerous. Use robust methods instead.
>> >
>> > Yes, yes, yes!!!
>> >
>> > Note that rlm() or cov.rob() from recommended package
>> MASS will most > probably be sufficient for your needs.
>> >
>> > For slightly newer methodology, look at package
>> 'robustbase', or also > 'rrcov'.
>> >
>> > Martin Maechler, ETH Zurich
>> >
>> > BertG> -- Bert Gunter Genentech Non-Clinical Statistics
>> > BertG> South San Francisco, CA
>> >
>> > BertG> "The business of the statistician is to catalyze
>> the > BertG> scientific learning process." - George
>> E. P. Box
>> >
>> >
>> >
>>
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>>
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