Rand Wilcox constantly updates the functions accompanying his books on robust statistics. Recently, they have been updated to version 20. The functions are available in the WRS package for R – for installation simply type
install.packages("WRS", repos="http://R-Forge.R-project.org", type="source")
Update: For installation of the WRS package, please use only the fail-safe installation procedure described here!
In version 0.20, a number of functions dealing with ANCOVA have been added and some others improved. Unfortunately, only very few help files exist for the functions. I would recommend to check out the source code, as most functions have a comment section roughly explaining the parameters. Alternatively, consult Wilcox’ books for descriptions of the functions.
Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing, 3rd Ed. Academic Press.
Wilcox, R. (2012). Modern Statistics for the Social and Behavioral Sciences: A Practical Introduction. CRC Press.
Wilcox, R. R. (2010). Fundamentals of Modern Statistical Methods: Substantially Improving Power and Accuracy. Springer, 2nd Ed.
Wilcox, R. R. (2009). Basics Statistics: Understanding Conventional Methods and Modern Insights. New York: Oxford.