Hi,

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.

It is originally based on RobustLeastSquares.jl and it is using the same interface as GLM.jl for a better reusability.

You can find the documentation here: Home · RobustModels

The package is not registered yet, so install with:

```
] add https://github.com/getzze/RobustModels.jl
```