[R] Oja median

[Rahul-A.Agarwal at ubs.com]

Hi 
Could any one help me to code tukey half space  depth and directinal
quantile regression in R


Rahul Agarwal 
Analyst 
Equities Quantitative Research 
UBS_ISC, Hyderabad 
On Net: 19 533 6363 




-----Original Message-----
From: roger [mailto:rkoenker at uiuc.edu] 
Sent: Friday, September 19, 2008 5:15 AM
To: Agarwal, Rahul-A
Cc: Richard.Cotton at hsl.gov.uk; r-help at r-project.org;
r-help-bounces at r-project.org
Subject: Re: [R] Oja median

If you had  followed the thread of the link that Richard reported you
will see an implementation for the general d-dimensional version.  Of
course this isn't very speedy in higher dimensions, but that is of the
nature of the beast,  I'm afraid.


On Sep 18, 2008, at 4:44 AM, <Rahul-A.Agarwal at ubs.com> wrote:

> Hi Richard,
>
> Thanks for the code.....but I already have a code for bivariate 
> data...I want it for data when it is multivariate or its dimension is 
> greater than two...i mean to say if it is trivariate or higher 
> dimension....can I get a more generalised form of oja median code
>
> Thanks and Regards
>
>
> Rahul Agarwal
> Analyst
> Equities Quantitative Research
> UBS_ISC, Hyderabad
> On Net: 19 533 6363
>
>
>
>
> -----Original Message-----
> From: Richard.Cotton at hsl.gov.uk [mailto:Richard.Cotton at hsl.gov.uk]
> Sent: Thursday, September 18, 2008 3:02 PM
> To: Agarwal, Rahul-A
> Cc: r-help at r-project.org; r-help-bounces at r-project.org
> Subject: Re: [R] Oja median
>
>> Can we get the code for calculating Oja median for multivariate data
>
> RSiteSearch("oja median") returns a link to this R-help post with code

> http://finzi.psych.upenn.edu/R/Rhelp02a/archive/12781.html
>
> Regards,
> Richie.
>
> Mathematical Sciences Unit
> HSL
>
>
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