Dear list,
one year before I installed the add-on package lqs to perform robust
estimation of multivariate location and scatter (cov.mve, cov.mcd, cov.rob).
I had the feeling that there was something wrong with the results (perhaps I
can reproduce it if necessary).
Now I looked in the CRAN-archive to see if there is a new version of lqs or
if cov.rob had been included in the base package in the meantime.
I browsed through the recent help.start()-manual and found
the help pages for the robust cov-functions, but it is indicated that they
still belong to the package lqs. But a package lqs is no longer offered.
Is the package discarded (perhaps because of errors), or am I simply too
confused to search at the right place?
The most improtant question is of course:
How to perform minimum covariance determinant/minimum volume ellipsoid
estimation with R?
Best regards,
Christian
***
Christian Hennig
Fachbereich Mathematik - SPST
(Schwerpunkt Mathematische Statistik und Stochastische Prozesse,
Zentrum fuer Modellierung und Simulation)
Bundesstrasse 55
D-20146 Hamburg
Tel: x40/42838 4907, privat x40/631 62 79
hennig at math.uni-hamburg.de
http://www.math.uni-hamburg.de/home/hennig/
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