[RsR] [R] M-estimator R function question
valentin.to at gmail.com
Mon Dec 5 13:27:29 CET 2005
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:
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.
On 12/5/05, Kristel Joossens <kristel.joossens at econ.kuleuven.be> wrote:
> Martin Maechler wrote:
> >>>>>>"Kjell" == Kjell Konis <konis at 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,
> > Martin.
> > _______________________________________________
> > R-SIG-Robust at r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-robust
> 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 at econ.kuleuven.be
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