[RsR] Where can I find the source code for cov.rob?

Teruko Takada t@k@d@ @end|ng |rom bu@@o@@k@-cu@@c@jp
Fri Mar 13 05:10:04 CET 2009


Dear all,

Please let me know where I can find all the related
source codes (possibly R and C) for cov.rob()
which is the function for minimum volume ellipsoid
estimation.

I found that the R function cov.rob() exhibits
excellent performance in analyzing the tail behavior
of those data distributed as fat-tailed.
Therefore, I would like to examine all the detailed
source codes for the computation of cov.rob().

After installation of R binary packages,
the library MASS is located as R/library/MASS
where all the other packages are placed.
However, in the R source file packages
(R-2.8.1.tar.gz and R-latest.tar.gz),
the library MASS cannot be found under the folder
R*/src/library, where all the package
folders are supposed to be placed.

In the package VR, I found MASS.c and cov.trob.R.
Though cov.rob is explained in the manual of VR,
I cannot find the source code in the package VR.

I greatly appreciate your help, in advance.

Best regards,

p.s. This is the first time for me to submit to this
mailing list. Please excuse me if there is any
inappropriate things.




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