Out MATLAB toolbox FSDA which has been used to generate all the results given in the paper can be downloaded from http://www.riani.it/MATLAB .
More specifically: the relevant functions inside FSDA which have been used are:
FSR.m = Forward search in linear regression
Sreg.m = S estimator in linear regression
MMreg = MM estimator in linear regression (Sreg is called in order to have a robust estimate of the scale)
MMregcore = MM regression estimators given an estimate of the scale.
LXS = LMS (Least median of squares) and LTS (Least trimmed squares)
The initial part of these files contains extensive documentation of the input/output arguments and a series of examples.
Additional documentation can be found in the html pages of FSDA integrated in the MATLAB documentation system (see screenshot below).