R-beta: Help: cov.mve in R? dgamma in Splus?
p.baker at fsc.qut.edu.au
Mon Feb 23 05:20:43 CET 1998
I have a couple of obscure questions for R/Splus experts (which
unfortunately isn't me!)
I am trying to compute Bayes Factors using some Splus code of Raftery
in Gilks et al (1996). Only problem is
1) R doesn't seem to have a robust covariance (cov.mve) which I
suspect I need rather than a non-robust classical estimate
2) Splus has cov.mve BUT dgamma in Splus doesn't have a scale
parameter (like in R). I presume it is easy to include one but it is
not immediately obvious to me.
I would prefer to use R and could probably modify minvol.f to compute
cov.mve from R but don't want to reinvent the wheel.
Any suggestions greatly appreciated!
|| Peter Baker email: p.baker at fsc.qut.edu.au ph: 07 3864 1293 (W) ||
|| Mail: School of Mathematics, Queensland University ||
|| of Technology, GPO Box 2434, Brisbane QLD 4001 ||
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