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[RsR] Least Trimmed Square(LTS) estimation in R

3 messages · kh@@x131 m@iii@g oii um@@edu, Valentin Todorov, m@ti@s m@iii@g oii st@t@ubc@c@

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Hi Every One, I am novice to R and am writing programe for Least trimmed 
square(LTS) estimation in R. if anyone of you have done it already or if 
there is somthing that can give me some more background about LTS 
Regression. please let me know.

Thanks,
Dost M Khan
khanx131 at umn.edu
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Dear Dost,

install package 'robustbase' and have a look at ltsReg(), i.e.

install.packages("robustbase")
library(robustbase)
?ltsReg

The help page will give you some references to start with.

Hope this helps,

Best regards,
Valentin



----- Original Message ----- 
From: <khanx131 at umn.edu>
To: <r-sig-robust at r-project.org>
Cc: <khanx131 at umn.edu>
Sent: Friday, March 21, 2008 9:51 AM
Subject: [RsR] Least Trimmed Square(LTS) estimation in R


Hi Every One, I am novice to R and am writing programe for Least trimmed 
square(LTS) estimation in R. if anyone of you have done it already or if 
there is somthing that can give me some more background about LTS 
Regression. please let me know.

Thanks,
Dost M Khan
khanx131 at umn.edu

_______________________________________________
R-SIG-Robust at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-robust
3 days later
#
Hello Dost,

No need to do it yourself. Good implementations of LTS estimators have been
publicly available for a long time. 

Currently, they are available in R as part of the robustbase library, among others.
should get you going.

Matias




Quoting khanx131 at umn.edu: