On 15/04/2018 17:26, Marc Girondot via R-help wrote:> Le 15/04/2018 ? 17:56, alireza daneshvar a ?crit?: >> break-down point > > Can you explain more what you plan to do and give an example of what you > have tried to do until now to do a "break down point" in R. Perhaps a > "break down point" is common in your field, but I have no idea about > what it is ! > > https://en.wikipedia.org/wiki/Breakdown_(1997_film) > > Sincerely > > Marc >Perhaps the OP means "breakpoint" in which case the 'strucchange' package might be relevant <https://cran.r-project.org/web/packages/strucchange/index.html>
Hi, I think he's talking about how much a statistical estimator is influenced by extreme datapoints, e.g. https://en.m.wikipedia.org/wiki/Robust_statistics#Breakdown_point Olivier -- Olivier Crouzet Assistant Professor @LLING UMR6310 - Universit? de Nantes / CNRS Guest Scientist @UMCG - University Medical Center Groningen / RijksUniversiteit Groningen> Le 19 avr. 2018 ? 11:00, Keith Jewell <Keith.Jewell at campdenbri.co.uk> a ?crit : > >> On 15/04/2018 17:26, Marc Girondot via R-help wrote: >>> Le 15/04/2018 ? 17:56, alireza daneshvar a ?crit : >>> break-down point >> Can you explain more what you plan to do and give an example of what you have tried to do until now to do a "break down point" in R. Perhaps a "break down point" is common in your field, but I have no idea about what it is ! >> https://en.wikipedia.org/wiki/Breakdown_(1997_film) >> Sincerely >> Marc > Perhaps the OP means "breakpoint" in which case the 'strucchange' package might be relevant <https://cran.r-project.org/web/packages/strucchange/index.html> > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.[[alternative HTML version deleted]]
Martin Maechler
2018-Apr-20 07:08 UTC
[R] Question "breakdown point" --> robust statistics
>>>>> Olivier Crouzet <olivier.crouzet at univ-nantes.fr> >>>>> on Thu, 19 Apr 2018 18:13:30 +0200 writes:> Hi, > I think he's talking about how much a statistical estimator is influenced by extreme datapoints, e.g. > https://en.m.wikipedia.org/wiki/Robust_statistics#Breakdown_point > Olivier Definitely! Thank you, Olivier. I had not replied because the question looked more like homework than something for which R-help is appropropriate. There is the 'robustbase' package and more of a dozen other high quality R packages about robust statistics -- in which "breakdown point" is one crucial concept. BTW: What econometricians tend to call "robust" is the idea of using "sandwich" estimates (--> 'sandwich' package in R), aka Newey-West aka HAC (Heteroscadisticity And Correlation adjusted) estimates. Robust statistics in a proper sense considers "sensitivity" of both estimates and their precision estimates in situations where the distributional assumption (e.g. Gaussian errors) is only approximately true, say 95% of the observations/errors/.. are Gaussian but the remaining 5% can be anything (-> arbitrary extreme outliers). There's the CRAN task view on robust statistical methods: https://cran.r-project.org/web/views/Robust.html Martin Maechler ETH Zurich > -- > Olivier Crouzet > Assistant Professor > @LLING UMR6310 - Universit? de Nantes / CNRS > Guest Scientist > @UMCG - University Medical Center Groningen / RijksUniversiteit Groningen >> Le 19 avr. 2018 ? 11:00, Keith Jewell <Keith.Jewell at campdenbri.co.uk> a ?crit : >> >>> On 15/04/2018 17:26, Marc Girondot via R-help wrote: >>>> Le 15/04/2018 ? 17:56, alireza daneshvar a ?crit : >>>> break-down point >>> Can you explain more what you plan to do and give an example of what you have tried to do until now to do a "break down point" in R. Perhaps a "break down point" is common in your field, but I have no idea about what it is ! >>> https://en.wikipedia.org/wiki/Breakdown_(1997_film) >>> Sincerely >>> Marc >> Perhaps the OP means "breakpoint" in which case the 'strucchange' package might be relevant <https://cran.r-project.org/web/packages/strucchange/index.html> >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.