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

[Valentin Todorov]

Hi Kristel,
a couple of additions to your 'minutes' (Section 2.3 Other):

1. The MATLAB implementation of D. Pe˜na & F. Prieto can be found at:
http://halweb.uc3m.es/fjp/kur.zip

2. An R implementation of the estimator of D. Olive described in the
CSDA paper can be found in
http://www.math.siu.edu/olive/rpack.txt - function covmba()

3. I have R interface to some of the FORTRAN programs of Hawkins, but
may be only the MWMCD (linear discriminant analysis)  is of interest.

best regards,
Valentin

On 12/5/05, Kristel Joossens <kristel.joossens using econ.kuleuven.be> wrote:
> 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
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> 3000 Leuven, Belgium    Fax: +32 16 326732
> E-mail:  Kristel.Joossens using econ.kuleuven.be
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