R-alpha: cov.mve & lmsreg -- "minvol" and "progress" @ statlib
Martin Maechler
Martin Maechler <maechler@stat.math.ethz.ch>
Tue, 3 Jun 97 09:18:19 +0200
[CC to some relevant 'robustniks' and the author of the software;
read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html to learn more about R]
>>>>> "Kurt" == Kurt Hornik <Kurt.Hornik@ci.tuwien.ac.at> writes:
Kurt> Is there public domain code for cov.mve?
"Yes", the biggest part of it, aka "minvol" is made freely available by
by its author, Peter Rousseeuw. It's in Statlib general/minvol
The same is true for 'lmsreg' which I am even more eager to see in R;
the basic program is called "progress".
Note: There is an (fairly unknown) Statlib mirror in Europe
ftp://unix.hensa.ac.uk/mirrors/statlib/
The 2 robust statistics contributions of Rousseeuw are thus
ftp://unix.hensa.ac.uk/mirrors/statlib/general/minvol
ftp://unix.hensa.ac.uk/mirrors/statlib/general/progress
Martin Maechler <maechler@stat.math.ethz.ch> <><
Seminar fuer Statistik, SOL G1
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1086
http://www.stat.math.ethz.ch/~maechler/
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