[RsR] Where can I find the source code for cov.rob?
Martin Maechler
m@ech|er @end|ng |rom @t@t@m@th@ethz@ch
Fri Mar 13 22:36:06 CET 2009
>>>>> "TT" == Teruko Takada <takada using bus.osaka-cu.ac.jp>
>>>>> on Fri, 13 Mar 2009 13:10:04 +0900 (JST) writes:
TT> Dear all,
TT> Please let me know where I can find all the related
TT> source codes (possibly R and C) for cov.rob()
TT> which is the function for minimum volume ellipsoid
TT> estimation.
TT> I found that the R function cov.rob() exhibits
TT> excellent performance in analyzing the tail behavior
TT> of those data distributed as fat-tailed.
TT> Therefore, I would like to examine all the detailed
TT> source codes for the computation of cov.rob().
TT> After installation of R binary packages,
TT> the library MASS is located as R/library/MASS
TT> where all the other packages are placed.
TT> However, in the R source file packages
TT> (R-2.8.1.tar.gz and R-latest.tar.gz),
TT> the library MASS cannot be found under the folder
TT> R*/src/library, where all the package
TT> folders are supposed to be placed.
well, it can be found there, but it's wrapped a bit more than
you expected:
The 'Recommended' packages are all added in compressed form,
and MASS is part of the VR bundle
TT> In the package VR,
it's not a package : VR is a "bundle" of 4 packages,
one of which MASS which has the sources you want.
cov.rob() --> .C(mve_fitlots, ...)
and the C code is in VR/MASS/src/lqs.c
TT> In the package VR, I found MASS.c and cov.trob.R.
TT> Though cov.rob is explained in the manual of VR,
TT> I cannot find the source code in the package VR.
TT> I greatly appreciate your help, in advance.
you're welcome
Martin Maechler, ETH Zurich
TT> Best regards,
TT> p.s. This is the first time for me to submit to this
TT> mailing list. Please excuse me if there is any
TT> inappropriate things.
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