[RsR] It is found!

[Valentin Todorov]

Dear Teruko,

yes, the R source code of cov.rob() is found in lqs.R in the package
MASS which in turn is to be found in the package bundle VR, but the
actual computations are performed by the C functions in lqs.C.

But why don't you install the package rrcov where you will find a
function CovRobust() providing interface to most of the available
algorithms for high breakdown multivariate location and covariance,
namely:

CovMcd(), CovSest(), CovSde(), CovOgk(), CovMest() and CovMve().

If you need more information about these methods than the provided in
the package as well as pointers where to find the source code, please
write me.

またね

Best regards,

Valentin


On Fri, Mar 13, 2009 at 7:01 AM, Teruko Takada
<takada using bus.osaka-cu.ac.jp> wrote:
>
> Dear all,
>
> R definition of cov.rob is found in lqs.R in VR package.
> Thank you!
>
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>