[RsR] Redescenders in R
Martin Maechler
m@ech|er @end|ng |rom @t@t@m@th@ethz@ch
Sat May 10 11:39:55 CEST 2008
>>>>> "k" == khanx131 <khanx131 using umn.edu>
>>>>> on 08 May 2008 20:43:44 -0500 writes:
k> Hi Every one,
k> Is there some codes avaiable in R for M-estimators and Redescending
k> M-estimators. if any one knows, please let me know. Thanks Dost,
I'm astonished that no-one else has replied.
The answer is to use rlm() from the MASS package
and use psi.hampel or psi.bisquare (or your own!) as psi
function.
Note that MASS is "support software" for the MASS book
which explains considerably more about this.
Best regards,
Martin Maechler, ETH Zurich
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