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

From: Ricardo Maronna <>
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 mailing list PLEASE do read the posting guide! Received on Sun Dec 04 10:39:29 2005

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