R help - Feb 1998 - R-beta: Help: cov.mve in R? dgamma in Splus?

Hi all

I have a couple of obscure questions for R/Splus experts (which
unfortunately isn't me!)

I am trying to compute Bayes Factors using some Splus code of Raftery
in Gilks et al (1996). Only problem is

1) R doesn't seem to have a robust covariance (cov.mve) which I
suspect I need rather than a non-robust classical estimate

2) Splus has cov.mve BUT dgamma in Splus doesn't have a scale
parameter (like in R). I presume it is easy to include one but it is
not immediately obvious to me.

I would prefer to use R and could probably modify minvol.f to compute
cov.mve from R but don't want to reinvent the wheel.

Any suggestions greatly appreciated!

Thanks
Peter

========================================================================|| Peter
Baker  email: p.baker at fsc.qut.edu.au    ph: 07 3864 1293  (W)  ||
||              Mail:  School of Mathematics, Queensland University     ||
||                     of Technology,  GPO Box 2434, Brisbane  QLD 4001 ||
========================================================================

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>>>>> Peter Baker writes:
> Hi all
> I have a couple of obscure questions for R/Splus experts (which
> unfortunately isn't me!)
> I am trying to compute Bayes Factors using some Splus code of Raftery
> in Gilks et al (1996). Only problem is
> 1) R doesn't seem to have a robust covariance (cov.mve) which I
> suspect I need rather than a non-robust classical estimate
> 2) Splus has cov.mve BUT dgamma in Splus doesn't have a scale
> parameter (like in R). I presume it is easy to include one but it is
> not immediately obvious to me.
> I would prefer to use R and could probably modify minvol.f to compute
> cov.mve from R but don't want to reinvent the wheel.
It would definitely be great if you could provide code for cov.mve().

-k
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