[R] Little problem with robustbase::covOKG() [?]
kv
kaveh.vakili at ulb.ac.be
Thu Aug 18 22:28:27 CEST 2011
R. Michael Weylandt <michael.weylandt at gmail.com> Reply | Threaded |
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Dear Michael,
please explore:
>?covOGK
yields
covOGK(X, n.iter = 2, sigmamu, rcov = covGK, weight.fn = hard.rejection,
keep.data = FALSE, ...)
and
>hard.rejection
function (distances, p, beta = 0.9, ...)
{
d0 <- median(distances) * qchisq(beta, p)/qchisq(0.5, p)
wts <- double(length(distances))
wts[distances <= d0] <- 1
wts
}
But you would know if you knew OGK, so thanks for the try anyway ;)
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