search for: minvol

Is there public domain code for cov.mve? Thanks, -k =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch

...ance (cov.mve) which I suspect I need rather than a non-robust classical estimate 2) Splus has cov.mve BUT dgamma in Splus doesn't have a scale parameter (like in R). I presume it is easy to include one but it is not immediately obvious to me. I would prefer to use R and could probably modify minvol.f to compute cov.mve from R but don't want to reinvent the wheel. Any suggestions greatly appreciated! Thanks Peter ========================================================================= || Peter Baker email: p.baker at fsc.qut.edu.au ph: 07 3864 1293 (W) || || Mail: S...