0. robustbase - Basic Robust Statistics- R package for "Essential" Robust Statistics: Tools for data analysis with robust methods; incl. regression & multivariate stats; targeting to cover "Robust Statistics, Theory and Methods" by Maronna, Martin and Yohai; 2006.
Development Status : 5 - Production/Stable [Filter]
5. robust-ts: Robust Time Series- "robust-ts" is a collaborative project to provide robustifications to the basic time series procedures from package stats. A target will be chapter 8 in "Robust Statistics, Theory and Methods" by Maronna, Martin and Yohai; 2006.
6. RobKalman- Package robKalman implements several robustifications of rhe classical Kalman filter; a common filtering iterface for all robustifications is provided as well as S4-classes for state space models and filtering results.
10. Generalized iLUCK-models- Interval/imprecise probability models allowing non-stochastic uncertainty in Bayesian analysis by defining sets of conjugate priors such that the set of posteriors, obtained by updating each prior in the set by Bayes' rule, is still easy to handle.
11. Local Depth- The package "localdepth" contains functions for the evaluation of some Depth functions and their corresponding local versions, namely Local Depths. Simplicial, Ellipsoid and Mahalanobis Depths are implemented for general dimension.