[R] Rosner's test

Martin Maechler maechler at stat.math.ethz.ch
Thu Jun 22 11:03:54 CEST 2006

>>>>> "BertG" == Berton Gunter <gunter.berton at gene.com>
>>>>>     on Tue, 13 Jun 2006 14:34:48 -0700 writes:

    BertG> RSiteSearch('Rosner') ?RSiteSearch or search directly
    BertG> from CRAN.

    BertG> Incidentally, I'll repeat what I've said
    BertG> before. Don't do outlier tests.  They're
    BertG> dangerous. Use robust methods instead.

Yes, yes, yes!!!

Note that  rlm() or cov.rob()  from recommended package MASS
will most probably be sufficient for your needs.

For slightly newer methodology, look at package 'robustbase', or
also 'rrcov'.

Martin Maechler, ETH Zurich

    BertG> -- Bert Gunter Genentech Non-Clinical Statistics
    BertG> South San Francisco, CA
    BertG> "The business of the statistician is to catalyze the
    BertG> scientific learning process."  - George E. P. Box

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