Oja median
Hi Could any one help me to code tukey half space depth and directinal quantile regression in R Rahul Agarwal Analyst Equities Quantitative Research UBS_ISC, Hyderabad On Net: 19 533 6363 -----Original Message----- From: roger [mailto:rkoenker at uiuc.edu] Sent: Friday, September 19, 2008 5:15 AM To: Agarwal, Rahul-A Cc: Richard.Cotton at hsl.gov.uk; r-help at r-project.org; r-help-bounces at r-project.org Subject: Re: [R] Oja median If you had followed the thread of the link that Richard reported you will see an implementation for the general d-dimensional version. Of course this isn't very speedy in higher dimensions, but that is of the nature of the beast, I'm afraid.
On Sep 18, 2008, at 4:44 AM, <Rahul-A.Agarwal at ubs.com> wrote:
Hi Richard, Thanks for the code.....but I already have a code for bivariate data...I want it for data when it is multivariate or its dimension is greater than two...i mean to say if it is trivariate or higher dimension....can I get a more generalised form of oja median code Thanks and Regards Rahul Agarwal Analyst Equities Quantitative Research UBS_ISC, Hyderabad On Net: 19 533 6363 -----Original Message----- From: Richard.Cotton at hsl.gov.uk [mailto:Richard.Cotton at hsl.gov.uk] Sent: Thursday, September 18, 2008 3:02 PM To: Agarwal, Rahul-A Cc: r-help at r-project.org; r-help-bounces at r-project.org Subject: Re: [R] Oja median
Can we get the code for calculating Oja median for multivariate data
RSiteSearch("oja median") returns a link to this R-help post with code
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/12781.html Regards, Richie. Mathematical Sciences Unit HSL ---------------------------------------------------------------------- -- ATTENTION: This message contains privileged and confidential inform...{{dropped: 20}}
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