[R] How to get robust M-estimator of multivariate scatter using Huber's psi?

rlearner309 unixunix99 at gmail.com
Wed Nov 19 19:07:43 CET 2008


How to get robust M-estimators of multivariate scatter using Huber's psi?
Which package/function should I look into?  Ideally, I hope I can
self-define thresholds of Huber's psi function.
Thanks a lot!!!
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