From: Kurt Hornik <Kurt.Hornik@ci.tuwien.ac.at> Date: Mon, 23 Feb 1998 09:08:57 +0100 (CET) To: Peter Baker <p.baker@fsc.qut.edu.au> Subject: Re: R-beta: Help: cov.mve in R? dgamma in Splus? In-Reply-To: <Pine.OSF.3.95.980223141138.32070B-100000@einstein.math.sci.qut.edu.au> >>>>> Peter Baker writes: > Hi all > I have a couple of obscure questions for R/Splus experts (which > unfortunately isn't me!) > I am trying to compute Bayes Factors using some Splus code of Raftery > in Gilks et al (1996). Only problem is > 1) R doesn't seem to have a robust covariance (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. It would definitely be great if you could provide code for cov.mve(). -k -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help 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-help-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._