R help - Nov 2008 - How to get robust M-estimator of multivariate scatter using Huber's psi?

How to get robust M-estimators of multivariate scatter using Huber's psi?
Which package/function should I look into?  Ideally, I hope I can
self-define thresholds of Huber's psi function.
Thanks a lot!!!
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Have you looked at the obvious Task View yet?

http://cran.r-project.org/web/views/Robust.html


--  
David Winsemius
On Nov 19, 2008, at 1:07 PM, rlearner309 wrote:
>
> How to get robust M-estimators of multivariate scatter using Huber's  
> psi?
> Which package/function should I look into?  Ideally, I hope I can
> self-define thresholds of Huber's psi function.
> Thanks a lot!!!
> -- 
> View this message in context:
http://www.nabble.com/How-to-get-robust-M-estimator-of-multivariate-scatter-using-Huber%27s-psi--tp20585755p20585755.html
> Sent from the R help mailing list archive at Nabble.com.
>
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