[RsR] Least Trimmed Square(LTS) estimation in R

m@ti@s m@iii@g oii st@t@ubc@c@ m@ti@s m@iii@g oii st@t@ubc@c@
Mon Mar 24 16:47:13 CET 2008


Hello Dost,

No need to do it yourself. Good implementations of LTS estimators have been
publicly available for a long time. 

Currently, they are available in R as part of the robustbase library, among others.

> install.packages('robustbase')
> library(robustbase)
> help(ltsReg)

should get you going.

Matias




Quoting khanx131 using umn.edu:

> Hi Every One, I am novice to R and am writing programe for Least trimmed 
> square(LTS) estimation in R. if anyone of you have done it already or if 
> there is somthing that can give me some more background about LTS 
> Regression. please let me know.
> 
> Thanks,
> Dost M Khan
> khanx131 using umn.edu
> 
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> https://stat.ethz.ch/mailman/listinfo/r-sig-robust
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