[RsR] covrob

[Peter Filzmoser]

Hi all,

During the last weeks we worked on a flexible wrapper
for combining functions for robust estimation of
location and covariance. This was seen as one of the
main tasks of the working group on multivariate analysis
in Treviso.
Please, have a look at

http://www.statistik.tuwien.ac.at/rsr/groups/mva.html

There you can find a description of the resulting function,
with all the problems encountered. Moreover, you can
download a package with the R implementation.

We are waiting for your comments. There are many questions
on how to intelligently design such a wrapper function,
and we would really like to have your feedback.

Best regards,

Peter Filzmoser and Heinrich Fritz

-------------------------------------------------------
       Dept. of Statistics & Probability Theory
       Vienna University of Technology
       Wiedner Hauptstrasse 8-10
       A-1040 Vienna, Austria
       Tel. +43 1 58801/10733
       Fax. +43 1 58801/10799
       E-mail: P.Filzmoser using tuwien.ac.at
       Internet:
       http://www.statistik.tuwien.ac.at/public/filz/