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[RsR] Where can I find the source code for cov.rob?

2 messages · Teruko Takada, Martin Maechler

Original
Teruko Takada
# 
Dear all,

Please let me know where I can find all the related
source codes (possibly R and C) for cov.rob()
which is the function for minimum volume ellipsoid
estimation.

I found that the R function cov.rob() exhibits
excellent performance in analyzing the tail behavior
of those data distributed as fat-tailed.
Therefore, I would like to examine all the detailed
source codes for the computation of cov.rob().

After installation of R binary packages,
the library MASS is located as R/library/MASS
where all the other packages are placed.
However, in the R source file packages
(R-2.8.1.tar.gz and R-latest.tar.gz),
the library MASS cannot be found under the folder
R*/src/library, where all the package
folders are supposed to be placed.

In the package VR, I found MASS.c and cov.trob.R.
Though cov.rob is explained in the manual of VR,
I cannot find the source code in the package VR.

I greatly appreciate your help, in advance.

Best regards,

p.s. This is the first time for me to submit to this
mailing list. Please excuse me if there is any
inappropriate things.
Martin Maechler
# 
TT> Dear all,

    TT> Please let me know where I can find all the related
    TT> source codes (possibly R and C) for cov.rob()
    TT> which is the function for minimum volume ellipsoid
    TT> estimation.

    TT> I found that the R function cov.rob() exhibits
    TT> excellent performance in analyzing the tail behavior
    TT> of those data distributed as fat-tailed.
    TT> Therefore, I would like to examine all the detailed
    TT> source codes for the computation of cov.rob().

    TT> After installation of R binary packages,
    TT> the library MASS is located as R/library/MASS
    TT> where all the other packages are placed.
    TT> However, in the R source file packages
    TT> (R-2.8.1.tar.gz and R-latest.tar.gz),
    TT> the library MASS cannot be found under the folder
    TT> R*/src/library, where all the package
    TT> folders are supposed to be placed.

well, it can be found there, but it's wrapped a bit more than
you expected:
The 'Recommended' packages are all added in compressed form,
and MASS is part of the VR bundle 

    TT> In the package VR, 

it's not a package : VR is a "bundle" of 4 packages,
one of which MASS which has the sources you want.

cov.rob() -->  .C(mve_fitlots, ...)
and the C code is in  VR/MASS/src/lqs.c 


    TT> In the package VR, I found MASS.c and cov.trob.R.
    TT> Though cov.rob is explained in the manual of VR,
    TT> I cannot find the source code in the package VR.

    TT> I greatly appreciate your help, in advance.

you're welcome
Martin Maechler, ETH Zurich

    TT> Best regards,

    TT> p.s. This is the first time for me to submit to this
    TT> mailing list. Please excuse me if there is any
    TT> inappropriate things.