ripley at stats.ox.ac.uk
Mon Jun 3 21:10:12 CEST 2002
On Mon, 3 Jun 2002, Alpha Pern?a wrote:
> 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)?
Wherever you want, depending on the effect you want.
You sound confused: try the ltsreg wrapper.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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