Wilcox’s Robust Statistics: A new R package

April 12, 2011

(This article was first published on Nicebread » R, and kindly contributed to R-bloggers)

Recently I started to build a new package for R containing Wilcox’ collection of functions for robust statistics.

Wilcox provides 700+ functions for robust statistics, including:

  • robust correlations (e.g. percentage bend correlation)
  • robust measures of location and mean differences (e.g. Yuen’s test, trimmed mean test with bootstrapping)
  • bootstrapping routines for many indices. Using bootstrapping, asymmetric and non-parametric confidence intervals can be calculated
  •  etc …

I’ve simply put Wilcox’ functions into a package, so that the environment isn’t cluttered with 700+ functions. I also started to add some help functions (but until now there are really few).

The package is hosted on R-Forge. You can install the package directly in R by typing:

install.packages("WRS", repos="http://R-Forge.R-project.org")

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