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

[Kristel Joossens]

Martin Maechler wrote:
>>>>>>"Kjell" == Kjell Konis <konis using stats.ox.ac.uk>
>>>>>>    on Mon, 5 Dec 2005 10:29:11 +0000 writes:
>     Kjell> Here is an implementation of the OGK estimator
>     Kjell> completely in R.  I haven't touched it for a while
>     Kjell> and I forget how thoroughly I tested it so use it
>     Kjell> with a bit of caution.
>     Kjell>    http://www.stats.ox.ac.uk/~konis/pairwise.q
> excellent!  That's exactly what I meant (in my post two hours
> ago): 
>   The general OGK algorithm, but with the  flexibility of the main
>   function having arguments for the "building block" functions, so
>   one can use different univariate sigma() or ``weight()'' functions!
> When we'll start to discuss things along the  covRobust()
> proposal(s) from the "multivariate" working group, we'll also
> have to think about function name(s) and the returned object
> ("output"),  but I think our student will be able use your
> function "as is".
> 
> Thanks a lot, Kjell
Yes, thanks a lot already.

Concerning the ``multivariate'' working group, I have put a preliminary 
Tex and Pdf-file of what we discussed in Treviso online.
It can be retreived from: http://www.econ.kuleuven.be/public/ndbae49/R/

If anyone has comments or would like to change/update/add things to the 
Tex/Pdf-file you can always contact me or send me an updated Tex-file.

Best regards,
Kristel
> Martin.
> 
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-- 
__________________________________________
Kristel Joossens        Ph.D. Student
Research Center ORSTAT  K.U. Leuven
Naamsestraat 69         Tel: +32 16 326929
3000 Leuven, Belgium    Fax: +32 16 326732
E-mail:  Kristel.Joossens using econ.kuleuven.be
http://www.econ.kuleuven.be/public/ndbae49

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