This package contains a library for the robust approach to statistics. It is based on Weighted Likelihood approach.

On the actual version 0.7-5 (see STATUS file) the package contains function for robust estimation of normal location and scale in univariate and multivariate model, shape and scale in gamma model, p in binomial model, lambda in poisson model, linear regression and one step estimation, robust model selection criterion based on Mallows Cp, AIC, Cross-validation, Stepwise, Backward and Forward, t-test and variance test. There is also experimental code for univariate normal mixture models, seasonal autoregressive models and for fractional models (only estimation of the fractional parameter).

I have installed and run successfully the package under this system:

OS: Linux Mandrake 8.1 on AMD Atholon
Fortran compiler: GNU project Fortran Compiler (v0.5.24)
C compiler: GNU project C and C++ Compiler (gcc-2.96)
R: Version 1.7.0  (2003-04-16)

To install the package, use the command R CMD INSTALL wle.

Not all the code is written by me. Please, see the CREDITS, the COPYING and the COPYRIGHT file for License of this code.

The code I wrote is not still optimize, and some bugs appear sometime. Please, report the bugs, any comments and suggestions to me by e-mail. Please, also let me know about any applications or use of the package.

Claudio Agostinelli <claudio@unive.it>

