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: