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

[David Winsemius]

Have you looked at the obvious Task View yet?

http://cran.r-project.org/web/views/Robust.html


--  
David Winsemius
On Nov 19, 2008, at 1:07 PM, rlearner309 wrote:

>
> 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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