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

On the actual version 0.6 (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>

