Atkinson,A.C., Riani,M., Corbellini,A., Perrotta D., and Todorov,V. (2024), Applied Robust Statistics through the Monitoring Approach, Heidelberg: Springer Nature.
For each chapter of the book we have given for each file the original source .m file and the corresponding .ipynb file. The .m file (after installing FSDA) can be run on your MATLAB desktop or in MATLAB Online (please see the button Open in MATLAB Online below). The .ipynb is given in order to show you the output of the code. In order to run the .ipynb files inside jupiter notebook follow the instructions in the file ipynbRunInstructions.md.
| FileName | Description | Open in MATLAB on line | Jupiter notebook |
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| Ex1_1.m | Trimmed means. This file solves Exercise 1.1. |
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[ipynb] |
| Ex1_4.m | Univariate analysis This file creates Figures A.1 and A.2 |
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[ipynb] |
| Ex1_5.m | Difference among the 3 tests This file creates Figure A.3 |
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[ipynb] |
| Ex3_7.m | Comparison of the distributions of squared deletion residuals and squared studentized residuals This file creates Figure A.4. |
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[ipynb] |
| Ex3_10.m | First truncated moment in folded normal distribution. This file solves Exercise 3.10. |
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[ipynb] |
| Ex4_1.m | AR data: standard static way of data analysis (non-robust and robust) This file creates Figure A.5-A.6 and Tables A.3-A.5 |
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[ipynb] |
| Ex4_2Interactive.m | Hawkins data: brushing residuals from monitoring S residuals This file creates Figures A.7--A.9 in an interactive way |
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[ipynb] |
| Ex4_3.m | Surgical Unit data: Analysis to test difference between two groups This file creates Figures A.10-A.12 and Table A.6 |
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[ipynb] |
| Ex4_4.m | Surgical Unit data: traditional robust analysis This file creates Figures A.11-A.12 |
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[ipynb] |
| Ex4_5.m | Hawkins data: BIC monitoring. This file creates Figure A.13 |
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[ipynb] |
| Ex_5_1.m | Multiple tests and the Bonferroni correction This file creates Figure A.14 |
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[ipynb] |
| Ex_5_3.m | Theoretical individual and simultaneous size This file creates Figures A.15 and A.16 |
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[ipynb] |
| Ex6_2.m | Confidence interval for transformation parameter lambda. This file creates Figure A.17 |
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[ipynb] |
| Ex6_3.m | Further analysis of the Balance sheets data: This file creates Figure A.18 |
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[ipynb] |
| Ex6_4.m | Transformed data and F test. This file creates Figures A.19 and A.20 |
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[ipynb] |
| Ex6_5.m | Score test and fan plot 1. This file creates Figures A.21-A.23 and Tables A.8-A.10. |
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[ipynb] |
| Ex6_6.m | Score test and fan plot 2. This file creates Figures A.24-A.29 and Tables A.11-A.14 |
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[ipynb] |
| Ex6_7.m | Score test and fan plot 3. This file creates Figures A.30-A.34 and Tables A.14-A.16 |
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[ipynb] |
| Ex7_1.m | New updated transformed values in AVAS. This file creates Figure A.35 and Table A.17 |
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[ipynb] |
| Ex7_2.m | Augmented Investment Funds data. This file creates Figure A.36-A.43 and Table A.17 |
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[ipynb] |
| Ex8_1.m | Frequentist analysis of the Windsor House Price data This file creates Figures A.44 |
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[ipynb] |
| Ex8_2.m | Differences and similarities between HAR and ART heteroskedasticity. This file creates Figures 8.45-8.46. |
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[ipynb] |
| Ex8_3.m | Dataset inttrade3 Analysis of ad additional dataset. This file creates Figures A.47 (in a non interactive way), Figure A.48 and Figure A.49. |
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[ipynb] |
| Ex8_3Interactive.m | Dataset inttrade3 This file creates Figures A.47 (in an interactive way), Figure A.47 (created in a non interactive way), and Figure A.48 and Figure A.49 are created by Ex8_3.m. |
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[ipynb] |
| Ex8_4.m | Analysis of transformed Airline data. This file creates Figures A.50-52 |
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[ipynb] |
| Ex8_5.m | Analysis of body measurements to predict percentage of body fat in males. This file creates Figures A.53-A.56. |
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[ipynb] |
| Ex9_1.m | Analysis of the reduced logged ozone data using RAVAS. This file creates Figures A.57, A.58 and Table A.20 |
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[ipynb] |
| Ex9_2-9_3.R | Analysis of air pollution and mortality data (also II) This file creates Figures A.59-A.64 (output of Exercise 9.2) A.65-A.66 and Table A.21 (output of Exercise 9.3) |
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| Ex9_2.m | Analysis of air pollution and mortality data. This file creates Figure A.59 |
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[ipynb] |
| Ex10_1.m | Analysis of heart rate data This file creates Figures A.67-A.70 |
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[ipynb] |
| Ex10_2.m | Additional analysis of the customer loyalty data. This file creates Figure A.71 |
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[ipynb] |
| Ex10_3.m | Analysis of the modified customer loyalty data in the square-root scale. This file creates Figures A.72-A.74 |
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[ipynb] |
| Ex10_4.m | Analysis of the auto mpg data. This file creates Figures A.75-A.84 and Tables A.22-A.24 |
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[ipynb] |
| Ex10_4Interactive.m | Analysis of the auto mpg data. This file creates Figures A.79 and A.80. All the other figures for dataset autompg are created by file Ex10_4.m |
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[ipynb] |