Displaying 1 result from an estimated 1 matches for "gnanadesikan".
2008 May 30
1
robust mlm in R?
I'm looking for something in R to fit a multivariate linear model
robustly, using
an M-estimator or any of the myriad of other robust methods for linear
models
implemented in robustbase or methods based on MCD or MVE covariance
estimation (package rrcov).
E.g., one can fit an mlm for the iris data as:
iris.mod <- lm(cbind(Sepal.Length, Sepal.Width, Petal.Length,
Petal.Width) ~ Species,