| cerf |
Complemented error function (single precision) |
| cerfd |
Complemented error function (double precision) |
| cfrcov |
Computation of fC.fC.inv(AT A) for a given matrix A and scale factor fC |
| Chi |
Chi weight function for location and regression |
| chi |
Chi weight function for location and regression |
| chisq |
Cumulative Chi-square distribution function |
| cia2b2 |
Determination of the parameters a2 and b2 of the Huber weight function from the proportion eps of contamination |
| cibeat |
Determination of the parameter d of the Huber weight function |
| cicloc |
Determination of the parameter c of the Huber weight function from the proportion eps of contamination |
| cifact |
Determination of the correction factor for the M-estimate based on Huber weight function |
| cimedv |
Initial values for the iterative algorithms implemented in CYFALG, CYNALG, and CYGALG |
| cirock |
Initial values for the Rocke estimates of covariance |
| comval |
Gives the current values ofthe parameters of the ROBETH subroutine common blocks |
| cquant |
Inverse of the cumulative Chi2-distribution function |
| cyfalg |
Fixed-point algorithm for the computation of an M-estimate of multivariate location and scatter |
| cygalg |
Conjugate gradient algorithm for the computation of an M-estimate of multivariate location and scatter |
| cynalg |
Newton-type algorithm for the computation of an M-estimate of multivariate location and scatter |
| kfascv |
Backtransformation of the covariance matrix of the coefficient estimates |
| kfedcb |
Diagonal hat matrices D_M, E_M, D_S, and E_S |
| kfedcc |
Diagonal 'check' matrices D_M, E_M, D_S, and E_S |
| kffacv |
Correction factor f_H for the covariance matrix of a Huber-type estimate |
| kiascv |
Covariance matrix of the coefficient estimates of the form f.inv(XT X) in the transformed coordinate system |
| kiedch |
Diagonal matrices D_M, E_M, D_S, E_S when psi is the Huber function |
| kiedcu |
Diagonal matrices D_M, E_M, D_S, E_S when psi is a user-supplied function |
| ktaskv |
Covariance matrix of the coefficient estimates of the form f.inv(XT X) |
| ktaskw |
Covariance matrix of the coefficient estimates of the form f.inv(S1) S2 inv(S1) |
| lgama |
Logarithm at the Gamma-function at the point x |
| libet0 |
Computation of Beta0 = Phi_inv(0.75) |
| libeth |
Computation of Int Chi(s) dPhi(s) when Chi=Psi.Psi/2 and Psi is the Huber function |
| libetu |
Computation of Int Chi(s) dPhi(s) when Chi is a user-supplied function |
| liclls |
Classical estimates of mean and standard deviation |
| liepsh |
Computation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s) dPhi(s) when Psi is the Huber function |
| liepsu |
Computation of Int Psi(s).Psi(s) dPhi(s) and Int Psi'(s) dPhi(s) when Psi is a user-supplied external function |
| liindh |
Inverts the approximate null distribution of the one-sample Wilcoxon test statistic |
| liinds |
Inverts the approximate null distribution of the sign test statistic |
| liindw |
Inverts the approximate null distribution of the Mann-Whitney test statistic |
| lilars |
Median an median absolute deviation |
| littst |
t-test for the shift parameter |
| lmdd |
Median and median absolute deviation |
| lrfctd |
Computation of Li, li and lip |
| lyhalg |
M-estimate of location with simultaneous estimation of scale |
| lyhdle |
Hodges-Lehman estimate and confidence intervals for the center of symmetry based on the one-sample Wilcoxon test |
| lymnwt |
Nonparametric estimate and confidence intervals for the shift parameter based on the Mann-Whitney test statistic |
| lytau2 |
tau-test for the shift parameter |
| lywalg |
W-algorithm for M-estimate of location |
| mchl |
Cholesky decomposition of a symmetric matrix |
| mchld |
Cholesky decomposition of a symmetric matrix (double precision) |
| messagena |
Print a message when a required argument is missing |
| mff |
Multiplies a full matrix by a full matrix |
| mffd |
Multiplies a full matrix by a full matrix (double precision) |
| mfragr |
Generation and comparison of all regressions on subsets of covariates |
| mfy |
Multiplies a full matrix by a vector |
| mfyd |
Multiplies a full matrix by a vector (double precision) |
| mhat |
Computes the diagonal elements of the hat matrix |
| minv |
Inverts a triangular matrix |
| minvd |
Inverts a triangular matrix (double precision) |
| mirtsr |
Computation of (robust) t-statistics for t-directed search |
| mly |
Multiplies a lower-triangular matrix by a vector |
| mlyd |
Multiplies a lower-triangular matrix by a vector (double precision) |
| msf |
Multiplies a symmetric matrix by a full matrix |
| msf1 |
Multiplies a symmetric matrix by a full matrix when the result is a symmetric matrix |
| msf1d |
Multiplies a symmetric matrix by a full matrix when the result is a symmetric matrix |
| msfd |
Multiplies a symmetric matrix by a full matrix (double precision) |
| mss |
Multiplies a symmetric matrix by a symmetric matrix |
| mssd |
Multiplies a symmetric matrix by a symmetric matrix (double precision) |
| mtt1 |
Multiplies an upper-triangular matrix by its transpose |
| mtt1d |
Multiplies an upper-triangular matrix by its transpose (double precision) |
| mtt2 |
Multiplies a lower-triangular matrix by its transpose |
| mtt2d |
Multiplies a lower-triangular matrix by its transpose (double precision) |
| mtt3 |
Multiplies a triangular matrix by a triangular matrix |
| mtt3d |
Multiplies a triangular matrix by a triangular matrix (double precision) |
| mty |
Multiplies an upper-triangular matrix by a vector |
| mtyd |
Multiplies an upper-triangular matrix by a vector |
| myhbhe |
High breakdown point and high efficiency regression with test for bias |
| mymvlm |
Simultaneous computation of the MVE and LMS estimates |
| permc |
Permutes the columns of a matrix by means of transpositions |
| permv |
Permutes the elements of a vector |
| poissn |
Poisson distribution |
| precd |
Algorithmic determination of the smallest double precision positive number x |
| precs |
Algorithmic determination of the smallest double precision positive number x |
| probst |
Cumulative t-distribution function |
| Psi |
psi weight function for location and regression |
| psi |
psi weight function for location and regression |
| Psp |
psi' weight function for location and regression |
| psp |
psi' weight function for location and regression |
| Random |
Uniform random number generator |
| Regtau.f |
Auxiliary function for the computation of QQopt |
| RegtauW.f |
Auxiliary function for the computation of QQopt |
| Rho |
Rho weight function for location and regression |
| rho |
rho weight function for location and regression |
| ribet0 |
Computation of the constant Beta0 |
| ribeth |
Computation of the constant Beta when Chi=Psi.Psi/2 and Psi is the Huber function |
| ribetu |
Computation of the constant Beta when Chi is a user-supplied function |
| riclls |
Solution of the least squares problem |
| rilars |
Solution of the least absolute residual problem |
| rimtrd |
Double precision version of RIMTRF |
| rimtrf |
Upper triangularization (QR-decomposition) of the design matrix and determination of its pseudorank |
| rmvc |
Removes a column from a transformed design matrix and updates its QR-decomposition |
| robeth |
Interface for the FORTRAN programs developed at the ETH-Zuerich and then at IUMSP-Lausanne |
| ruben |
Cumulative distribution and density function of a linear combination of chi-2 random variables |
| rybifr |
Bounded influence regression |
| ryhalg |
H-algorithm for M-estimates |
| rynalg |
Newton algorithm with adaptive steps for M-estimates |
| rysalg |
S-algorithm for M-estimates |
| rysigm |
Iterative algorithm for the computation of an M-estimate of the scale parameter when the residuals are given |
| rywalg |
W-algorithm for M-estimates |
| tauare |
Asymptotic relative efficiency of the tau-test |
| tfrn2t |
Computes the Rn2-test statistic for a linear hypothesis in canonical form |
| tftaut |
Computes the tau-test statistic for a linear hypothesis in canonical form |
| tisrtc |
Permutes the columns of the design matrix: Predictors in omega are placed in the first q positions |
| to.character |
Convert local variable to Fortran character |
| to.double |
Convert local variable to Fortran double precision |
| to.integer |
Convert local variable to Fortran integer |
| to.single |
Convert local variable to Fortran single precision |
| tquant |
Inverse of the cumulative t-distribution function |
| ttaskt |
Computes the matrix Ktau |
| tteign |
Computes the eigenvalues of the matrix Ktau |
| Wcv |
w weight function for covariances |
| wcv |
v weight function for covariances |
| wfshat |
Schweppe original weight proposal |
| wimedv |
Initial value of the matrix A |
| Wpcv |
w' weight function for covariances |
| wpcv |
w' weight function for covariances |
| Www |
w weight function for covariances |
| www |
w weight function |
| wyfalg |
Fixed-point algorithm for the computation of the matrix A |
| wyfcol |
Modified fixed-point algorithm for collinear data in the standardized case |
| wygalg |
Conjugate gradient algorithm for the computation of the lower-triangular matrix A in the standardized case |
| wynalg |
Newton-Huber algorithm for the computation of the lower-triangular matrix A in the standardized case |
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