Thanks again for the message. Tried to figure out but failed... I don't understand how to modify the \psi and combine it to covMest... Sorry for my poor programming skills. Can anyone give me some hints? Thanks a lot! Ted
David Winsemius wrote: > > Look in robustbase; it has a psiFunc class. > > On Nov 19, 2008, at 2:26 PM, rlearner309 wrote: > >> >> Yes I did. But the closest I found is the covMest function in rrcov >> package, >> which uses biweight function, which is rescending. Unfortunately, >> I need >> to use Huber's psi function to derive multivariate scatter, and I >> hope I can >> try different thresholds. >> Any help? Thanks a lot!!! >> >> >> >> >> David Winsemius wrote: >>> >>> Have you looked at the obvious Task View yet? >>> >>> http://cran.r-project.org/web/views/Robust.html >>> >>> >>> -- >>> David Winsemius >>> On Nov 19, 2008, at 1:07 PM, rlearner309 wrote: >>> >>>> >>>> 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@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. >>> >>> ______________________________________________ >>> R-help@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. >>> >>> >> >> -- >> View this message in context: >> http://www.nabble.com/How-to-get-robust-M-estimator-of-multivariate-scatter-using-Huber%27s-psi--tp20585755p20587324.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> R-help@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. > > ______________________________________________ > R-help@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. > > -- View this message in context: http://www.nabble.com/How-to-get-robust-M-estimator-of-multivariate-scatter-using-Huber%27s-psi--tp20585755p20591235.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@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.
