Robustness signifies insensitivity to small deviations
from assumptions.
– Peter J. Huber
Oak Leaf is a computer library, which implements robust statistical estimates. Currently, the estimates are supported: robust mean (also weighthed), quantile mean, flux mean, and robust linear regression.
Oak Leaf is developed in Fortran 2008+. An interface to other programming and scripting languages is being planned. A detailed description of the routines can be found in documents:
A source code (build instructions, ftp area) is available under LGPLv3:
These robust methods has been originaly developed for Munipack.