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[RsR] covrob --- some OOP-comments

Hi Heinrich,

I thought you might be interested in taking a look at the cov and  
covRob functions in the (Insightful*) Robust Library.  I am in the  
process of updating these so that they work under both R and S-Plus.   
You can find a snapshot of the project here.

   www.stats.ox.ac.uk/~konis/robust/robust.tar.gz

It's not in a very user friendly form yet but it should work on 32- 
bit Linux (that's what I have been using anyways) if you do the  
following.

% unpack robust.tar.gz
% cd robust/src
% make -f Makefile
% cd ..
% R
<...>
 > library(lattice)
 > source("build.q")
 > runif(1)
 > # make a covRob object
 > rob <- covRob(woodmod.dat)
 > # make a cov object
 > cls <- cov(woodmod.dat)
 > # try the print, summary and plot methods
 > # fit both classical and robust at the same time
 > fm <- fit.models(list(Robust = "covRob", Classical = "cov"), data  
= woodmod.dat)
 > # try the print summary and plot methods on these

You may also want to take a look at how the control parameters can be  
passed to covRob.  It uses a method quite similar to the one you  
describe.

Hope this is helpful.

Kjell

*Note that this code has not been released under the *GPL yet.  It  
should be soon but they've been telling me that for a while now.  BTW  
the license is in license.txt and claims to be an open source license  
but I don't actually want to read it.
On 26 Mar 2006, at 22:34, Heinrich Fritz wrote: