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

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!

Martin.