[RsR] Non-linear robust method

[Stromberg, Arnold]

I did work on robust nonlinear methods in the early nineties. To the best of my knowledge, none of my algorithms have been redone (and hopefully upgraded) in R. I may put a Ph.D. student on it, but that'll take a few years. In anyone knows of robust nonlinear code in R, let us know.

Thanks,
Arny


Arnold J. Stromberg, Ph.D.
Professor and Chair, Department of Statistics
817 Patterson Office Tower
Lexington, KY 40506-0027
ph: 859-257-8859
fax: 859-323-1973

-----Original Message-----
From: r-sig-robust-bounces using r-project.org [mailto:r-sig-robust-bounces using r-project.org] On Behalf Of A.Teytelboym using lse.ac.uk
Sent: Friday, August 24, 2007 7:45 AM
To: r-sig-robust using r-project.org
Subject: [RsR] Non-linear robust method

Hello,

I am based at STICERD at the London School of Economics and have been
using R for about a year. At the moment I am working on programming an R
algorithm for fitting a Pareto distribution robustly (this is a part of
package to supplement a research paper on income distribution). It isn't
going too well. I am aware that there are routines in R to fit GLM using
robust methods, but I am not sure whether any work has been done in the
direction of non-linear parametric distributions (such as gamma or
Pareto).

I hope you hear from any of you soon and sorry for the trouble,

Alex

PS Some of you may be aware that there is some excellent work by A
Marazzi, who programmed many such routines in FORTRAN about 15 years
ago, which run on older R interfaces.


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