[R] How to get robust M-estimator of multivariate scatter using Huber's psi?

From: rlearner309 <unixunix99_at_gmail.com>
Date: Wed, 19 Nov 2008 10:07:43 -0800 (PST)

How to get robust M-estimators of multivariate scatter using Huber's psi? Which package/function should I look into? Ideally, I hope I can self-define thresholds of Huber's psi function. Thanks a lot!!!

-- 
View this message in context: http://www.nabble.com/How-to-get-robust-M-estimator-of-multivariate-scatter-using-Huber%27s-psi--tp20585755p20585755.html
Sent from the R help mailing list archive at Nabble.com.

______________________________________________
R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Received on Wed 19 Nov 2008 - 18:14:48 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Wed 19 Nov 2008 - 19:30:50 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive