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

[Valentin Todorov]

1. The FORTRAN code of D. Hawkins can be found at
ftp://www.stat.umn.edu/pub/fsa/readme.ftp

My R interface is only on my local PC and I'll release the MWCD in rrcov.

2. For completeness you can add to the list the exchange and branch
and bound algorithms of Jose Agullo.

Best regards,
Valentin

On 12/5/05, Kristel Joossens <kristel.joossens using econ.kuleuven.be> wrote:
> Hello Valentin,
>
> Thanks a lot for the information. I will add it!
> Just one question concerning 3. Can you give me a link where this can be
> found?
>
> Best regards,
> Kristel
>
> Valentin Todorov wrote:
> > 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.
> >>>
> >>>_______________________________________________
> >>>R-SIG-Robust using 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
> >>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
> >>
> >>Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm
> >>
> >>_______________________________________________
> >>R-SIG-Robust using 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
> 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
>
> Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm
>
>