Chi                     Chi weight function for location and regression
Dbinom                  Diagonal matrix D for the binomial case in
                        discrete GLM
Fn.Exp.f                Parametric estimate of survival cdf
Psi                     psi weight function for location and regression
Psp                     psi' weight function for location and
                        regression
QD2coef.f               Auxiliary function to find mu and sigma
                        parameter for extended loggamma distribution
QD2funC.f               Auxiliary function to find lambda parameter for
                        extended loggamma distribution
Qn.Exp.f                Auxiliary function to compute quantiles of
                        survival cdf
Random                  Uniform random number generator
Regtau.f                Auxiliary function for the computation of QQopt
RegtauW.f               Auxiliary function for the computation of QQopt
Rho                     Rho weight function for location and regression
Ucv                     u weight function for covariances
Upcv                    u' weight function for covariances
Wcv                     w weight function for covariances
Wpcv                    w' weight function for covariances
Www                     w weight function for covariances
addc                    Adds a column vector to a transformed design
                        matrix and updates its QR-decomposition
airef0                  Asymptotic relative efficiency of a general
                        M-estimate for a model with mu quantitative
                        covariates with or without a constant term
airefq                  Asymptotic relative efficiency of a general
                        M-estimate for a model with mu quantitative and
                        nu qualitative covariates
binprd                  Binomial probability distribution
cerf                    Complemented error function (single precision)
cerfd                   Complemented error function (double precision)
cfrcov                  Computation of fC.fC.inv(AT A) for a given
                        matrix A and scale factor fC
chi                     Chi weight function for location and regression
chisq                   Cumulative Chi-square distribution function
cia2b2                  Determination of the parameters a2 and b2 of
                        the Huber weight function from the proportion
                        eps of contamination
cibeat                  Determination of the parameter d of the Huber
                        weight function
cicloc                  Determination of the parameter c of the Huber
                        weight function from the proportion eps of
                        contamination
cifact                  Determination of the correction factor for the
                        M-estimate based on Huber weight function
cimedv                  Initial values for the iterative algorithms
                        implemented in CYFALG, CYNALG, and CYGALG
cirock                  Initial values for the Rocke estimates of
                        covariance
comval                  Gives the current values ofthe parameters of
                        the ROBETH subroutine common blocks
cquant                  Inverse of the cumulative Chi2-distribution
                        function
cyfalg                  Fixed-point algorithm for the computation of an
                        M-estimate of multivariate location and scatter
cygalg                  Conjugate gradient algorithm for the
                        computation of an M-estimate of multivariate
                        location and scatter
cynalg                  Newton-type algorithm for the computation of an
                        M-estimate of multivariate location and scatter
dfcomn                  Assigns values to the ROBETH parameters
                        included in common blocks
dfrpar                  Sets default parameters for regression
                        estimates
dfvals                  Provide default values for most scalar
                        parameters used by the Robeth subroutines
dotp                    Forms the scalar (dot) product of two vectors
dotpd                   Forms the scalar (dot) product of two vectors
                        (double precision)
dpoiss                  Diagonal matrix D for the Poisson case in
                        discrete GLM
exch                    Exchanges two columns of a symmetric matrix
exchd                   Exchanges two columns of a symmetric matrix
                        (double precision)
fcum                    Cumulative F-distribution function
fstord                  Determination of the j-th order statistic
gauss                   Cumulative Gaussian distribution function
gaussd                  Cumulative Gaussian distribution function
                        (double precision)
gfedca                  Diagonal matrices D_G and E_G
gintac                  Initial values of theta, A and c_i,...,c_n
glmdev                  The total deviance of the fitted generalizrd
                        linear model
gyastp                  Fixed-point algorithm for the A-step
gycstp                  Newton-type algorithm for the c-step
gymain                  Main algorithm
gytstp                  Newton-type algorithm for the theta-step
h12                     Constructs and/or applies a single elementary
                        Householder transformation
h12d                    Constructs and/or applies a single elementary
                        Householder transformation (double precision)
hylmse                  Resampling algorithm for the computation of the
                        LMS estimate
hyltse                  Resampling algorithm for the computation of the
                        LTS estimate
hysest                  Resampling algorithm for the computation of
                        S-estimates
hysestw                 Resampling algorithm for the computation of
                        weighted S-estimates
ingama                  Incomplete Gamma-integral function
kfascv                  Backtransformation of the covariance matrix of
                        the coefficient estimates
kfedcb                  Diagonal hat matrices D_M, E_M, D_S, and E_S
kfedcc                  Diagonal 'check' matrices D_M, E_M, D_S, and
                        E_S
kffacv                  Correction factor f_H for the covariance matrix
                        of a Huber-type estimate
kiascv                  Covariance matrix of the coefficient estimates
                        of the form f.inv(XT X) in the transformed
                        coordinate system
kiedch                  Diagonal matrices D_M, E_M, D_S, E_S when psi
                        is the Huber function
kiedcu                  Diagonal matrices D_M, E_M, D_S, E_S when psi
                        is a user-supplied function
ktaskv                  Covariance matrix of the coefficient estimates
                        of the form f.inv(XT X)
ktaskw                  Covariance matrix of the coefficient estimates
                        of the form f.inv(S1) S2 inv(S1)
lgama                   Logarithm at the Gamma-function at the point x
libet0                  Computation of Beta0 = Phi_inv(0.75)
libeth                  Computation of Int Chi(s) dPhi(s) when
                        Chi=Psi.Psi/2 and Psi is the Huber function
libetu                  Computation of Int Chi(s) dPhi(s) when Chi is a
                        user-supplied function
liclls                  Classical estimates of mean and standard
                        deviation
liepsh                  Computation of Int Psi(s).Psi(s) dPhi(s) and
                        Int Psi'(s) dPhi(s) when Psi is the Huber
                        function
liepsu                  Computation of Int Psi(s).Psi(s) dPhi(s) and
                        Int Psi'(s) dPhi(s) when Psi is a user-supplied
                        external function
liindh                  Inverts the approximate null distribution of
                        the one-sample Wilcoxon test statistic
liinds                  Inverts the approximate null distribution of
                        the sign test statistic
liindw                  Inverts the approximate null distribution of
                        the Mann-Whitney test statistic
lilars                  Median an median absolute deviation
littst                  t-test for the shift parameter
lmdd                    Median and median absolute deviation
lyhalg                  M-estimate of location with simultaneous
                        estimation of scale
lyhdle                  Hodges-Lehman estimate and confidence intervals
                        for the center of symmetry based on the
                        one-sample Wilcoxon test
lymnwt                  Nonparametric estimate and confidence intervals
                        for the shift parameter based on the
                        Mann-Whitney test statistic
lytau2                  tau-test for the shift parameter
lywalg                  W-algorithm for M-estimate of location
mchl                    Cholesky decomposition of a symmetric matrix
mchld                   Cholesky decomposition of a symmetric matrix
                        (double precision)
messagena               Print a message when a required argument is
                        missing
mff                     Multiplies a full matrix by a full matrix
mffd                    Multiplies a full matrix by a full matrix
                        (double precision)
mfragr                  Generation and comparison of all regressions on
                        subsets of covariates
mfy                     Multiplies a full matrix by a vector
mfyd                    Multiplies a full matrix by a vector (double
                        precision)
mhat                    Computes the diagonal elements of the hat
                        matrix
minv                    Inverts a triangular matrix
minvd                   Inverts a triangular matrix (double precision)
mirtsr                  Computation of (robust) t-statistics for
                        t-directed search
mly                     Multiplies a lower-triangular matrix by a
                        vector
mlyd                    Multiplies a lower-triangular matrix by a
                        vector (double precision)
msf                     Multiplies a symmetric matrix by a full matrix
msf1                    Multiplies a symmetric matrix by a full matrix
                        when the result is a symmetric matrix
msf1d                   Multiplies a symmetric matrix by a full matrix
                        when the result is a symmetric matrix
msfd                    Multiplies a symmetric matrix by a full matrix
                        (double precision)
mss                     Multiplies a symmetric matrix by a symmetric
                        matrix
mssd                    Multiplies a symmetric matrix by a symmetric
                        matrix (double precision)
mtt1                    Multiplies an upper-triangular matrix by its
                        transpose
mtt1d                   Multiplies an upper-triangular matrix by its
                        transpose (double precision)
mtt2                    Multiplies a lower-triangular matrix by its
                        transpose
mtt2d                   Multiplies a lower-triangular matrix by its
                        transpose (double precision)
mtt3                    Multiplies a triangular matrix by a triangular
                        matrix
mtt3d                   Multiplies a triangular matrix by a triangular
                        matrix (double precision)
mty                     Multiplies an upper-triangular matrix by a
                        vector
mtyd                    Multiplies an upper-triangular matrix by a
                        vector
myhbhe                  High breakdown point and high efficiency
                        regression with test for bias
mymvlm                  Simultaneous computation of the MVE and LMS
                        estimates
nlgm                    Logarithm of the Gamma-function at the point
                        n/2
nrm2                    Forms the Euclidean norm of a vector
nrm2d                   Forms the Euclidean norm of a vector (double
                        precision)
permc                   Permutes the columns of a matrix by means of
                        transpositions
permv                   Permutes the elements of a vector
poissn                  Poisson distribution
precd                   Algorithmic determination of the smallest
                        double precision positive number x
precs                   Algorithmic determination of the smallest
                        double precision positive number x
probst                  Cumulative t-distribution function
psi                     psi weight function for location and regression
psp                     psi' weight function for location and
                        regression
quant                   Inverse of the standard Gaussian cumulative
                        distribution function
rho                     rho weight function for location and regression
ribet0                  Computation of the constant Beta0
ribeth                  Computation of the constant Beta when
                        Chi=Psi.Psi/2 and Psi is the Huber function
ribetu                  Computation of the constant Beta when Chi is a
                        user-supplied function
riclls                  Solution of the least squares problem
rilars                  Solution of the least absolute residual problem
rimtrd                  Double precision version of RIMTRF
rimtrf                  Upper triangularization (QR-decomposition) of
                        the design matrix and determination of its
                        pseudorank
rmvc                    Removes a column from a transformed design
                        matrix and updates its QR-decomposition
robeth                  Interface for the FORTRAN programs developed at
                        the ETH-Zuerich and then at IUMSP-Lausanne
ruben                   Cumulative distribution and density function of
                        a linear combination of chi-2 random variables
rybifr                  Bounded influence regression
ryhalg                  H-algorithm for M-estimates
rynalg                  Newton algorithm with adaptive steps for
                        M-estimates
rysalg                  S-algorithm for M-estimates
rysigm                  Iterative algorithm for the computation of an
                        M-estimate of the scale parameter when the
                        residuals are given
rywalg                  W-algorithm for M-estimates
scal                    Scales a vector by a constant
scald                   Scales a double precision vector by a constant
srt1                    Sorts the components of a vector in ascending
                        order
srt2                    Sorts the components of a vector in ascending
                        order and permutes the components of another
                        vector accordingly
swap                    Interchanges two vectors
swapd                   Interchanges two vectors (double precision)
tauare                  Asymptotic relative efficiency of the tau-test
tfrn2t                  Computes the Rn2-test statistic for a linear
                        hypothesis in canonical form
tftaut                  Computes the tau-test statistic for a linear
                        hypothesis in canonical form
tisrtc                  Permutes the columns of the design matrix:
                        Predictors in omega are placed in the first q
                        positions
to.character            Convert local variable to Fortran character
to.double               Convert local variable to Fortran double
                        precision
to.integer              Convert local variable to Fortran integer
to.single               Convert local variable to Fortran single
                        precision
tquant                  Inverse of the cumulative t-distribution
                        function
ttaskt                  Computes the matrix Ktau
tteign                  Computes the eigenvalues of the matrix Ktau
ucv                     u weight function for covariances
ugl                     ub weight function for M-estimates in GLM
upcv                    u' weight function for covariances
userfd                  Dummy u user function (double precision)
userfs                  Dummy u user function
vcv                     v weight function for covariances
vpcv                    v' weight function for covariances
wcv                     v weight function for covariances
wfshat                  Schweppe original weight proposal
wimedv                  Initial value of the matrix A
wpcv                    w' weight function for covariances
www                     w weight function
wyfalg                  Fixed-point algorithm for the computation of
                        the matrix A
wyfcol                  Modified fixed-point algorithm for collinear
                        data in the standardized case
wygalg                  Conjugate gradient algorithm for the
                        computation of the lower-triangular matrix A in
                        the standardized case
wynalg                  Newton-Huber algorithm for the computation of
                        the lower-triangular matrix A in the
                        standardized case
xerf                    Gaussian density function
xerp                    Density of the norm of a standard Gaussian
                        vector with p components
xsy                     Evaluates a quadratic form
xsyd                    Evaluates a quadratic form (double precision)
zemll                   Zeng method for censored data
