>>>>> Olivier Crouzet <olivier.crou...@univ-nantes.fr>
>>>>> on Thu, 19 Apr 2018 18:13:30 +0200 writes:
> Hi,
> I think he's talking about how much a statistical estimator is influenced
by extreme datapoints, e.g.
> https://en.m.wikipedia.org/wiki/Robust_statistics#Breakdown_point
> Olivier
Definitely! Thank you, Olivier.
I had not replied because the question looked more like homework
than something for which R-help is appropropriate.
There is the 'robustbase' package and more of a dozen other high
quality R packages about robust statistics -- in which
"breakdown point" is one crucial concept.
BTW: What econometricians tend to call "robust" is the idea
of using "sandwich" estimates (--> 'sandwich' package in R), aka
Newey-West aka HAC (Heteroscadisticity And Correlation adjusted) estimates.
Robust statistics in a proper sense considers "sensitivity" of
both estimates and their precision estimates in situations where
the distributional assumption (e.g. Gaussian errors) is only
approximately true, say 95% of the observations/errors/.. are Gaussian but the
remaining 5% can be anything (-> arbitrary extreme outliers).
There's the CRAN task view on robust statistical methods:
https://cran.r-project.org/web/views/Robust.html
Martin Maechler
ETH Zurich
> --
> Olivier Crouzet
> Assistant Professor
> @LLING UMR6310 - Université de Nantes / CNRS
> Guest Scientist
> @UMCG - University Medical Center Groningen / RijksUniversiteit Groningen
>> Le 19 avr. 2018 à 11:00, Keith Jewell <keith.jew...@campdenbri.co.uk> a
écrit :
>>
>>> On 15/04/2018 17:26, Marc Girondot via R-help wrote:
>>>> Le 15/04/2018 à 17:56, alireza daneshvar a écrit :
>>>> break-down point
>>> Can you explain more what you plan to do and give an example of what
you have tried to do until now to do a "break down point" in R. Perhaps a
"break down point" is common in your field, but I have no idea about what it is
!
>>> https://en.wikipedia.org/wiki/Breakdown_(1997_film)
>>> Sincerely
>>> Marc
>> Perhaps the OP means "breakpoint" in which case the 'strucchange'
package might be relevant
<https://cran.r-project.org/web/packages/strucchange/index.html>
>>
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