[R] LTS
Alpha Pern?a
palpha74 at hotmail.com
Mon Jun 3 20:39:11 CEST 2002
Hello
I want to ask if the estimator method LTS (Least Trimmed Squares) is
implemented in R. I've found the lqs(y~x,method = c("lts")) tool that
implements LTS but minimazing the sum of the `quantile' smallest squared
residuals. I don't know if this is the same as the clasical LTS, if it is,
where do I set the trim (h value to trim the LS sum)?
I'll be waiting for any help.
Thanks for listening
Alpha
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