[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 |
More       


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 ;)

--
View this message in context: http://r.789695.n4.nabble.com/Little-problem-with-robustbase-covOKG-tp3752169p3753579.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list