fsdaR: Robust Data Analysis Through Monitoring and Dynamic Visualization
Provides interface to the 'MATLAB' toolbox 'Flexible Statistical Data Analysis (FSDA)' which is a comprehensive and computationally efficient software package for robust statistics in regression, multivariate and categorical data analysis. The current R version implements tools for regression: (forward search, S- and MM-estimation, least trimmed squares (LTS) and least median of squares (LMS)). The distinctive feature of our regression package relies in the possibility of monitoring the statistics of interest as function of breakdown point, efficiency or subset size, depending on the estimator. This is accompanied by a rich set of graphical features, such as dynamic brushing, linking, particularly useful for exploratory data analysis.
LINK TO fsdaR in CRAN