Re: [R] [RsR] M-estimator R function question

From: Ricardo Maronna <rmaronna_at_mail.retina.ar>
Date: Sun 04 Dec 2005 - 08:55:00 EST

One observation about the following.

> One thing we'd be very interested is the OGK estimator of
> Maronna and Zamar (JASA, 2002). Unfortunately, there, too, some
> of the authors sold their code exclusively to Insightful (the
> S-plus company).

    Insightful has implemented the procedure in some way I ignore (actually, I don't like the way it works), but unfortunately I got not a single dollar from that!. Anybody is free to implement the method (which is extremely simple) in whatever language.

            Ricardo



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