[RsR] [R] M-estimator R function question

[Kjell Konis]

Here is an implementation of the OGK estimator completely in R.  I  
haven't touched it for a while and I forget how thoroughly I tested  
it so use it with a bit of caution.

   http://www.stats.ox.ac.uk/~konis/pairwise.q

Ricardo, can you be more specific about what you don't like in the  
implementation of OGK in S-Plus?

Kjell



On Dec 3, 2005, at 9:55 PM, Ricardo Maronna wrote:

> One observation about the following.
>
>> One thing we'd be very interested is the OGK estimator of
>> Maronna and Zamar (JASA, 2002).  Unfortunately, there, too, some
>> of the authors sold their code exclusively to Insightful (the
>> S-plus company).
>
>     Insightful has implemented the procedure in some way I ignore  
> (actually,
> I don't like the way it works), but unfortunately I got not a  
> single dollar
> from that!. Anybody is free to implement the method (which is  
> extremely
> simple) in whatever language.
>             Ricardo
>
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