[RsR] [R] M-estimator R function question

Hello Valentin,

Thanks a lot for the information. I will add it!
Just one question concerning 3. Can you give me a link where this can be
found?

Best regards,
Kristel

Valentin Todorov wrote:

Hi Kristel,
a couple of additions to your 'minutes' (Section 2.3 Other):

1. The MATLAB implementation of D. Pe?na & F. Prieto can be found at:
http://halweb.uc3m.es/fjp/kur.zip

2. An R implementation of the estimator of D. Olive described in the
CSDA paper can be found in
http://www.math.siu.edu/olive/rpack.txt - function covmba()

3. I have R interface to some of the FORTRAN programs of Hawkins, but
may be only the MWMCD (linear discriminant analysis)  is of interest.

best regards,
Valentin

On 12/5/05, Kristel Joossens <kristel.joossens at econ.kuleuven.be> wrote:

Martin Maechler wrote:

"Kjell" == Kjell Konis <konis at stats.ox.ac.uk>
  on Mon, 5 Dec 2005 10:29:11 +0000 writes:

   Kjell> Here is an implementation of the OGK estimator
   Kjell> completely in R.  I haven't touched it for a while
   Kjell> and I forget how thoroughly I tested it so use it
   Kjell> with a bit of caution.
   Kjell>    http://www.stats.ox.ac.uk/~konis/pairwise.q
excellent!  That's exactly what I meant (in my post two hours
ago):
 The general OGK algorithm, but with the  flexibility of the main
 function having arguments for the "building block" functions, so
 one can use different univariate sigma() or ``weight()'' functions!
When we'll start to discuss things along the  covRobust()
proposal(s) from the "multivariate" working group, we'll also
have to think about function name(s) and the returned object
("output"),  but I think our student will be able use your
function "as is".

Thanks a lot, Kjell

Yes, thanks a lot already.

Concerning the ``multivariate'' working group, I have put a preliminary
Tex and Pdf-file of what we discussed in Treviso online.
It can be retreived from: http://www.econ.kuleuven.be/public/ndbae49/R/

If anyone has comments or would like to change/update/add things to the
Tex/Pdf-file you can always contact me or send me an updated Tex-file.

Best regards,
Kristel

Martin.

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