[R] Oja median

From: <Rahul-A.Agarwal_at_ubs.com>
Date: Wed, 19 Nov 2008 06:40:45 -0500

Hi Roger,

As we know that The Oja median has (finite) breakdown point 2/n, i.e., is not robust in any reasonable sense, and is quite expensive to compute, so do we have some better methodology to compute multivariate median  

Rahul Agarwal
Equities Quantitative Research
UBS_ISC, Hyderabad
On Net: 19 533 6363

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