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

On the actual version 0.6-1 (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 an experimental code for univariate normal mixture models.

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

OS: Red Hat Linux release 6.1 (Cartman) Kernel 2.2.12-20 on an i686
Fortran compiler: g77 version egcs-2.91.66 19990314/Linux (egcs-1.1.2 release) (from FSF-g77 version 0.5.24-19981002)
C compiler: gcc version egcs-2.91.66 19990314/Linux (egcs-1.1.2 release)
R: version 1.3.1 (2001-08-31)

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@stat.unipd.it>

