[R] Packages in R for least median squares regression and computing outliers (thompson tau technique etc.)

D L McArthur dmca at ucla.edu
Thu Mar 1 00:13:35 CET 2007


lalitha viswanath <lalithaviswanath <at> yahoo.com> writes:
> 
> Hi
> I am looking for suitable packages in R that do
> regression analyses using least median squares method
> (or better). Additionally, I am also looking for
> packages that implement algorithms/methods for
> detecting outliers that can be discarded before doing
> the regression analyses....
> 
Function lmsreg in package MASS provides least median of 
squares regression estimator.  See RR Wilcox, Introduction 
to Robust Estimation and Hypothesis Testing, Elsevier 2005 
and a wealth of corresponding R functions for robust data
analyses available at 
http://psychology.usc.edu/faculty_homepage.php?id=43



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