[R] LTS

[ripley@stats.ox.ac.uk]

On Mon, 3 Jun 2002, Alpha Pern?a wrote:

> 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,

Yes.

> 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

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._