I would like to present RobustModels.jl, a new package
to perform robust linear regressions using M-Estimator, MM-Estimator and τ-Estimator, but also quantile regression, MQuantile regression and robust Ridge regression.
It can also be used to calculate robust estimate of the mean and variance of a vector.
It can also be used to detect outliers, similar to LinRegOutliers.jl.
You can find the documentation here: Home · RobustModels
The package is not registered yet, so install with:
] add https://github.com/getzze/RobustModels.jl