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

Ricardo Maronna rmaronna at mail.retina.ar
Sat Dec 3 22:55:00 CET 2005


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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