Outlier Testing

robust2sls 0.2.0

Major changes

Introduction of a suite of new functions implementing several tests for the
presence of outliers in the sample.

• proportion test
• count test
• global test using Simes (1986) procedure
• scaling sum test
• scaling sup test

A vignette is included that illustrates the usage of these testing functions.

Minor changes

• change gauge_avar() to accept NULL as input for split argument
• implement asymptotic covariance of the FODR for different cut-offs
• utility function multi_cutoff() that allows to apply the same outlier detection algorithm with different cut-off / gamma values