Algorithms, Routines, and S-Functions for Robust Statistics: 1st Edition (Hardback) book cover

Algorithms, Routines, and S-Functions for Robust Statistics

1st Edition

By Alfio Marazzi

Chapman and Hall/CRC

440 pages

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Hardback: 9780412079917
pub: 1993-02-01
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Description

ROBETH (written in ANSI FORTRAN 77) is a systematized collection of algorithms that allows computation of a broad class of procedures based on M- and high-breakdown point estimation, including robust regression, robust testing of linear hypotheses, and robust coveriances.

This book describes the computational procedures included in ROBETH. Each chapter is organized into three parts:

1. An overview of the theoretical background for the statistical and numerical methods

2. A detailed description of the corresponding FORTRAN subroutines and of the numerical algorithms as they are implemented

3. The scripts of several examples concerning the use of ROBETH by means of the S-PLUS interface, including some examples of high-level S functions.

Subject Categories

BISAC Subject Codes/Headings:
MAT029000
MATHEMATICS / Probability & Statistics / General
MAT029010
MATHEMATICS / Probability & Statistics / Bayesian Analysis