[RsR] Non-linear robust method

[Bruno L. Giordano]

Hello,

as a side note, the Matlab function nlinfit (Statistics toolbox) for 
nonlinear fitting has a robust option.

It shouldn't be incredibly hard to translate it in R code.

However, I have to say that the routine itself does not perform 
incredibly well in case of outliers.

	Bruno


~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Bruno L. Giordano, Ph.D.
Music Perception and Cognition Laboratory
CIRMMT http://www.cirmmt.mcgill.ca/
Schulich School of Music, McGill University
555 Sherbrooke Street West
Montréal, QC H3A 1E3
Canada
Office: +1 514 398 4535 ext. 00900
http://www.music.mcgill.ca/~bruno/



Stromberg, Arnold wrote:
> I did work on robust nonlinear methods in the early nineties. To the best of my knowledge, none of my algorithms have been redone (and hopefully upgraded) in R. I may put a Ph.D. student on it, but that'll take a few years. In anyone knows of robust nonlinear code in R, let us know.
> 
> Thanks,
> Arny
> 
> 
> Arnold J. Stromberg, Ph.D.
> Professor and Chair, Department of Statistics
> 817 Patterson Office Tower
> Lexington, KY 40506-0027
> ph: 859-257-8859
> fax: 859-323-1973
> 
> -----Original Message-----
> From: r-sig-robust-bounces using r-project.org [mailto:r-sig-robust-bounces using r-project.org] On Behalf Of A.Teytelboym using lse.ac.uk
> Sent: Friday, August 24, 2007 7:45 AM
> To: r-sig-robust using r-project.org
> Subject: [RsR] Non-linear robust method
> 
> Hello,
> 
> I am based at STICERD at the London School of Economics and have been
> using R for about a year. At the moment I am working on programming an R
> algorithm for fitting a Pareto distribution robustly (this is a part of
> package to supplement a research paper on income distribution). It isn't
> going too well. I am aware that there are routines in R to fit GLM using
> robust methods, but I am not sure whether any work has been done in the
> direction of non-linear parametric distributions (such as gamma or
> Pareto).
> 
> I hope you hear from any of you soon and sorry for the trouble,
> 
> Alex
> 
> PS Some of you may be aware that there is some excellent work by A
> Marazzi, who programmed many such routines in FORTRAN about 15 years
> ago, which run on older R interfaces.
> 
> 
> Please access the attached hyperlink for an important electr...{{dropped}}
> 
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