R help - Jun 2002 - LTS

Hello

  I want to ask if the estimator method LTS (Least Trimmed Squares) is 
implemented in R. I've found the lqs(y~x,method = c("lts")) tool
that
implements LTS but minimazing the sum of the `quantile' smallest squared 
residuals. I don't know if this is the same as the clasical LTS, if it is, 
where do I set the trim (h value to trim the LS sum)?

  I'll be waiting for any help.

  Thanks for listening

                  Alpha




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On Mon, 3 Jun 2002, Alpha Pern?a wrote:
> Hello
>
>   I want to ask if the estimator method LTS (Least Trimmed Squares) is
> implemented in R. I've found the lqs(y~x,method = c("lts"))
tool that
> implements LTS but minimazing the sum of the `quantile' smallest
squared
> residuals. I don't know if this is the same as the clasical LTS, if it
is,
Yes.
> where do I set the trim (h value to trim the LS sum)?
Wherever you want, depending on the effect you want.

You sound confused: try the ltsreg wrapper.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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