[R] Little problem with robustbase::covOKG() [?]

Uwe Ligges ligges at statistik.tu-dortmund.de
Fri Aug 19 01:47:28 CEST 2011


Please do read the posting guide and quote the original message and all 
others you are referring to.


On 18.08.2011 22:28, kv wrote:
> 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 since you know that:

myhardreject <- function(distances, p, beta = 42, ...) 
hard.rejection(distances, p, beta = beta, ...)

covOGK(......, weight.fn = myhardreject)

Uwe Ligges


>
> 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.
>
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