Re: [R] High breakdown/efficiency statistics -- was RE: Rosner's test

From: Martin Maechler <>
Date: Fri 23 Jun 2006 - 18:42:58 EST

I'm CC'ing this to the R-SIG-robust mailing list  [R Special Interest Group on robust statistics] so it's properly archived there as well. Follow up ideally should only go there.

{BTW: Did you know that to *search* mailing list archives of

      such R-SIG-foo mailing lists, you can use google very
      efficiently by prepending the mailing list name and ''?
      e.g., use google search on
      "R-SIG-robust lmrob"

>>>>> "BertG" == Berton Gunter <>
>>>>> on Thu, 22 Jun 2006 09:44:33 -0700 writes: BertG> Many thanks for this Martin. There now are several BertG> packages with what appear to be overlapping functions
    BertG> (or at least algorithms). Besides those you     BertG> mentioned, "robust" and "roblm" are at least two others.

actually quite particular ones:

   At the moment it only has "robust covariance + location", but    when it will contain everything from its S-plus counterpart,    it will be a very nice benchmark; in many parts "first rate".

    BertG> Any recommendations about how or whether to
    BertG> choose among these for us enthusiastic but non-expert
    BertG> users?

As I said (in reply to Andy's suggestion) there will be a CRAN task view "real soon now"
in order to give some guidance on the diverse packages with robustness functionality.

    BertG> Cheers, Bert  

    >> -----Original Message----- From: Martin Maechler
    >> [] Sent: Thursday, June
    >> 22, 2006 2:04 AM To: Berton Gunter Cc: 'Robert Powell';
    >> Subject: Re: [R] Rosner's test
    >> >>>>> "BertG" == Berton Gunter <>
    >> >>>>> 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     >> mailing list PLEASE do read the posting guide! Received on Fri Jun 23 18:52:34 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Sat 08 Jul 2006 - 00:15:07 EST.

Mailing list information is available at Please read the posting guide before posting to the list.