RIPE

Robust Inference Plus Estimation

© by André Lucas 1993

RIPE stands for Robust Inference Plus Estimation. It is an antique interactive package for robust estimation and inference. Contrary to what its name suggests, RIPE is at the moment more suited for robust estimation purposes than for robust inference.

The program was written for research purposes during a four years appointment as an assistant researcher at the Erasmus University Rotterdam and the Tinbergen Institute. The program is not guaranteed free of BUGS. I leave the program on the net for those who find some use for it. However, I will not update it any more.

The program contains:

• a data interface
• automatic sample setting for unequal samples
• handling of seasonal data
• several single equation estimation procedures such as
  • OLS estimator
  • M estimators
  • GM estimators
  • LMS estimator
  • S estimator
  • MM estimator
  • one-step (G)M estimators
• the graphics interface workes with the previous compiler, but does not work in the present version on most systems. I haven't found the time yet to make an update that has real graphics interface for viewing data.

A manual in pdf format is available. The program itself is freeware and can be downloaded. The zipped file contains the MS-Dos executable ripe.exe, an ascii data file called stars.dat containing the Herzsprung-Russel data (see, e.g., Rousseeuw and Leroy (1987): Robust estimation and Outlier detection, Wiley: New York), and a .alc file called nelsplos.alc containing the updated Nelson-Plosser data.

If you really want to use robust estimation, also consult pre-cooked routines in S-plus or SAS.