search for: covmcd

Hi! I tested two different implementations of the robust MCD estimator: cov.mcd from the MASS package and covMcd from the rrcov package. Tests were done on the hbk dataset included in the rrcov package. Unfortunately I get quite differing results -- so the question is whether this differences are justified or an error on my side or a bug? Here is, what I did: > require(MASS) > require(rrcov) > da...

Did the MASS package disappear? Specifically, I'm looking for a function to find the MCD (robust measure of shape and location) for a multi-dimensional data matrix. Anyone know anything about this? Thanks, Jo Jo Hardin Assistant Professor Department of Mathematics Pomona College 610 N. College Ave. Claremont, CA 91711 909-607-8717 jo.hardin@pomona.edu [[alternative

Hi, Can we get the code for calculating Oja median for multivariate data Thanks and Regards Rahul Agarwal Analyst Equities Quantitative Research UBS_ISC, Hyderabad On Net: 19 533 6363 [[alternative HTML version deleted]]

...minimal example. Let's have a look at the following function: assetsMeanCov <- function(x, method = c("cov", "MCD", "OGK"), alpha = 1/2, sigmamu = scaleTau2, ...) { if (method == "cov") {cov(x, ...)} if (method == " MCD") {robustbase::covMcd(x, alpha = alpha, ...)} if (method == " OGK") {robustbase::covOGK(x, sigmamu = substitute(sigmamu), ...)} } where robustbase is mentioned under "Suggests:" within the DESCRIPTION file. This since the function is also usable without having that package available. R check is n...

Hi dear list, I'm scrambling with this: i have a p-dimensional data frame for which i want to have a pairs() plot, with ellipse added in each lower.panel. I want the ellipse's parameter (mu, sigma) to be extracted from the appropriate entries in a pre-computed matrix ("dab" in the code below). Can it be done ? Thanks in advance, melly<-function (x, y, col =