[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!!!

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