RobStat
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RobStatTMPackageVignette
November10,2021
RicardoA.Maronna,R.DouglasMartin,VictorJ.Yohai,MatiasSalibian-Barrera
Abstract
TheRobStatTMRpackageisacompaniontothebookRobustStatistics:TheoryandMethods(withR)bytheauthorsofthisdocument.ThepurposeofthisvignetteistoguideyouonhowtousetheRscriptsandrelateddatasetsinthepackage,whichreplicateexamplesinthebook.AshortSection2onconvergenceofrobustestimationalgorithmsisalsoincluded
1Contents1TheRobStatTMScriptsandDataSets31.1AccessingtheExampleRScriptsinYourInstalledRobStatTM................4
1.2LoadingDataSetsProvidedinRobStatTM..........................4
1.3InstallingOtherPackagesNeededforDataorFunctionsAccess...............5
1.4LoadingDataSetsProvidedinAnotherPackage........................5
1.5UsingFunctionsfromAnotherInstalledPackagewithoutLoadingthePackage.......5
1.6DifferencesBetweentheExampleRScriptsResultsandtheBookExamples.........6
1.7RunningtheExampleScripts..................................6
2ConvergenceofAlgorithmsforComputingRobustEstimates6
21TheRobStatTMScriptsandDataSets
ThefirstcolumnofTable1belowliststhenumberingoftheexamplesinthebook,andthesecondcolumn
containsthenamesinthebookofthecorrespondingRscripts.Thethirdandfourthcolumnsprovidethe
namesofdatasetsusedbythescripts.SomeoftheRscriptsinthetablemakeuseofpackagesotherthan
RobStatTM,foreitheraccessingdata,orforusingcertainRfunctions,andsuchpackagesarelistedinthe
fifthcolumnofthetable.Inordertorunthosescripts,youneedtohavealreadyinstalledthosepackage(s)
fromCRAN(https://cran.r-project.org/).EXAMPLENAMERobStatTMDATAOTHERDATAOTHERPACKAGESREQUIRED4.1shock.Rshockquantreg4.2oats.Roats5.1mineral.Rmineralquantreg5.2wood.Rwoodrobustbase5.3step.Rmadeupdata5.4algae.Ralgae5.5ExactFit.Rsyntheticdata6.1biochem.Rbiochem6.2wine.Rwine6.3vehicle.Rvehiclerrcov6.4bus.Rbus6.5-6.6wine1.RwineGSE6.7autism.RautismWWGbook,robustvarComp,nlme7.1leukemia.Rleuk.datrobust7.2skin.Rskin7.3epilepsy.Rbreslow.datrobust8.1ar1.Rsyntheticdatarobustarima8.2ar3.Rsyntheticdatarobustarima8.3identAR2.Rsyntheticdatarobustarima8.4identMA1.Rsyntheticdatarobustarima8.5MA1-AO.Rsyntheticdatarobustarima8.6resex.Rresexrobustarima
Table1:RScriptsandDataintheRobStatTMRPackage
Wenotethatthescriptflour.R,andthedatasetflourusedbythescript,containedinRobStatTMbut
notlistedintheabovetableareforExample1.1,Figure2.1,andTable2.4ofthebook.Furthermore,the
datasetneuralgiacontainedinRobStatTMbutnotlistedinthetableabove,isusedonlyinProblem7.1
ofthebook.
31.1AccessingtheExampleRScriptsinYourInstalledRobStatTM
IncaseyouhavenotalreadyinstalledRobStatTM,installitwiththecommand:
install.packages("RobStatTM")
WithRobStatTMinstalled,loaditinyourcurrentRsessionwith:
library("RobStatTM")
InordertoaccesstheexampleRscripts,youneedtofindyourinstalledRobStatTM“scripts”folder,whichis
oneofseveralRobStatTMpackagefolders.Youcanfindthelocationofthescriptsfolderonyourcomputer
byusingthefunctionsystem.file()asfollows:
system.file("scripts",package="RobStatTM")
NOTE:Copy/pasteoftheabovelinedoesnottypicallywork,soyoushouldtypeitin.Theresultofusing
thiscommandwilldependuponyourcomputer.Forexample,inthecaseofaparticularcomputerrunning
Windows10,theresultis:
[1]"C:/Users/Doug/Documents/R/win-library/3.4/RobStatTM/scripts"
Thenyoujustneedtonavigatetothescriptsfolder,whereyouwillseealloftheexampleRscripts,with
thesamenametheyaregiveninthebook,i.e.,thenameintheNAMEcolumnofTable1.Youshouldthen
copy/pasteanyscript,orallthescripts,tosomeotherlocationonyourcomputerwhereyouwanttorun
them.
1.2LoadingDataSetsProvidedinRobStatTM
ToloadanydatasetthatisinRobStatTM,justusethedata()functionwiththedatasetname.Forexample,
inthecaseoftheshockdataset:
data(shock)
head(shock,2)
##n.shockstime
##1011.4
##2111.9
41.3InstallingOtherPackagesNeededforDataorFunctionsAccess
YouwillnoticeinthetableonthepreviouspagethatthereisacolumnnamedOTHERPACKAGESRE-
QUIRED.Theotherpackageisrequiredforaccessingadatasetinthepackage,orforusinganRfunction
inthepackage,orboth.InthecaseofanyexampleRscriptthatrequiresanotherpackageforoneofthose
reasons,youneedtohaveinstalledthepackagebeforerunningthescript.Youcoulddothisonacase
bycasebasis,butitmaybeeasiertojustbesureandinstallallthepackagesintheOTHERPACKAGES
REQUIREDonceandforall.YoucandothisquiteeasilyfromRStudio.
1.4LoadingDataSetsProvidedinAnotherPackage
ToloadadatasetthatisinanotherpackagethatyouhavealreadyinstalledinyourR(buthavenotloaded,
andinfactshouldnotload)youusethedata()functionwithanoptionalargumentthatspecifiesthepackage
thedataisin.Forexample,inthecaseofthewooddatasetthatisintherobustbasepackage:
data(wood,package="robustbase")
head(wood,1)
##x1x2x3x4x5y
##10.5730.10590.4650.5380.8410.534
Notethattheaboveuseofdata()doesnotresultinloadingthenamedpackage,andthisistherec-