[RsR] M-estimator R function question
One observation about the following.
One thing we'd be very interested is the OGK estimator of Maronna and Zamar (JASA, 2002). Unfortunately, there, too, some of the authors sold their code exclusively to Insightful (the S-plus company).
Insightful has implemented the procedure in some way I ignore (actually,
I don't like the way it works), but unfortunately I got not a single dollar
from that!. Anybody is free to implement the method (which is extremely
simple) in whatever language.
Ricardo