rlearner309
2008-Nov-19 18:07 UTC
[R] 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!!! -- 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.
David Winsemius
2008-Nov-19 19:05 UTC
[R] How to get robust M-estimator of multivariate scatter using Huber's psi?
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. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.