Supplementary material for:
A Parametric Framework for the Comparison of Methods of Very Robust Regression
Marco Riani, Anthony C. Atkinson and Domenico Perrotta

This on line document contains the following material:
  1. .pdf file made up of three subsections. In the first we give a second motivating example. The second and third are expanded versions of our analyses of Examples 2 and 3 in the paper. The numbering of the figures continues that of the paper.
  2. An .avi file which shows the animation of Figure 2 of the paper.
  3. A .ppsx file which illustrates the concepts of: Design region, Theoretical overlapping index and Empirical overlapping index

Out MATLAB toolbox FSDA which has been used to generate all the results given in the paper can be downloaded from .

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).