2020a

ROBUST REGRESSION

New set of routines for minimum density power divergence estimators (mdpd, mdpdR, mdpdReda, PDrho, PDpsi, PDwei, PDpsider, PDpsix, PDbdp, PDeff, PDc ), discussed in https://www.mdpi.com/1099-4300/22/4/399)

New function simulateLM to simulate linear regression data with prespecified value of R2, prespecified correlation among the explanatory variables and type of distribution.

New function VIOM which computes weights estimates under a Variance-Inflation Outlier Model using MLE or Restricted MLE (REMLE).

ROBUST CLUSTERING

New function tclustregeda which enables to monitor the regression clustering classification for different levels of trimming.

Improved function tclustregIC which enables to compute the BIC (and other information criteria) for different values of restriction factors and different number of groups, for classification or mixture likelihood and regression clustering.

Modified function tclustICsol now accepts input from tclustregIC to show the yXplot of the best solutions.

New function ctlcurves to select the appropriate number of groups in robust clustering.

New function mdrrsplot which plots the random starts trajectories and enables to brush them. The companion function mmdrsplot referred to multivariate analysis has been improved.

TRANFORMATIONS IN REGRESSION

New function boxcoxR which computes the profile log Likelihood for a range of values of the transforamtion parameter (lambda) and computes the MLE of lambda in the
supplied range. Supported families Box Cox, Yeo and Johnson and extended Yeo and Johnson (Atkinson et al. 2020).

DOCUMENTATION

Improved menu for the automatic installation of the FSDA html help files.

UTILITIES

New function exactcdf for finding the exact cdf of each element in a vector x with respect to the empirical distribution, represented by another vector.

New functions twdpdf and twdrnd to compute the pdf of the Tweedie distribution and generate random numbers from it.