R-alpha: cov.mve & lmsreg -- "minvol" and "progress" @ statlib

Martin Maechler
Tue, 03 Jun 1997 07:18:19 -0000

[CC to some relevant 'robustniks' and the author of the software;
   read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html  to learn more about R]

>>>>> "Kurt" == Kurt Hornik
<Kurt.Hornik@ci.tuwien.ac.at> writes:

    Kurt> Is there public domain code for cov.mve?

"Yes", the biggest part of it,  aka "minvol"  is made freely
available by
by its author, Peter Rousseeuw. It's in Statlib   general/minvol

The same is true for  'lmsreg'  which I am even more eager to see in R;
the basic program is called  "progress".

Note: There is an (fairly unknown)  Statlib mirror in Europe

	  ftp://unix.hensa.ac.uk/mirrors/statlib/

The 2 robust statistics contributions of  Rousseeuw  are thus

	  ftp://unix.hensa.ac.uk/mirrors/statlib/general/minvol
	  ftp://unix.hensa.ac.uk/mirrors/statlib/general/progress

Martin Maechler <maechler@stat.math.ethz.ch>		 <><
Seminar fuer Statistik, SOL G1
ETH (Federal Inst. Technology)	8092 Zurich	 SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1086
http://www.stat.math.ethz.ch/~maechler/
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