R-alpha: cov.mve & lmsreg -- "minvol" and "progress" @ statlib

Martin Maechler Martin Maechler <maechler@stat.math.ethz.ch>
Tue, 3 Jun 97 09:18:19 +0200

[CC to some relevant 'robustniks' and the author of the software;
   read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html  to learn more about R]

>>>>> "Kurt" == Kurt Hornik <Kurt.Hornik@ci.tuwien.ac.at> writes:

    Kurt> Is there public domain code for cov.mve?  

"Yes", the biggest part of it,  aka "minvol"  is made freely available by
by its author, Peter Rousseeuw. It's in Statlib   general/minvol

The same is true for  'lmsreg'  which I am even more eager to see in R;
the basic program is called  "progress".

Note: There is an (fairly unknown)  Statlib mirror in Europe


The 2 robust statistics contributions of  Rousseeuw  are thus


Martin Maechler <maechler@stat.math.ethz.ch>		 <><
Seminar fuer Statistik, SOL G1
ETH (Federal Inst. Technology)	8092 Zurich	 SWITZERLAND
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