R-beta: lmsreg

Thomas Lumley thomas at biostat.washington.edu
Fri Apr 17 21:16:14 CEST 1998


On Fri, 17 Apr 1998 mike_fleming at nass.usda.gov wrote:

> 
>      Does R have a function like the S(plus) function, lmsreg, Least Median 
>      of Squares Regression? I am using R-0.61.
>      

Not at the moment.  There have been occasional noises from people
indicating that they might write these functions (there is S and C/FORTRAN
available), but I don't know if anything has happened.

BTW, lmsreg is deprecated even in S-PLUS.  Least trimmed squares (ltsreg) 
has almost the same breakdown point and is much more efficient.  We don't
have ltsreg either. 


Thomas Lumley
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