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gavazzi
2005 Jan 27
2
Results of MCD estimators in MASS and rrcov
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)
>