[RsR] [R] M-estimator R function question
Here is an implementation of the OGK estimator completely in R. I haven't touched it for a while and I forget how thoroughly I tested it so use it with a bit of caution. http://www.stats.ox.ac.uk/~konis/pairwise.q Ricardo, can you be more specific about what you don't like in the implementation of OGK in S-Plus? Kjell
On Dec 3, 2005, at 9:55 PM, Ricardo Maronna wrote:
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
_______________________________________________ R-SIG-Robust at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-robust