[R] Which lib/func should I use to get S-estimates of multivariate scatter?
unixunix99 at gmail.com
Thu Jun 5 22:01:42 CEST 2008
I have a multivariate data set, and I would like to get the S-estimates of
the scatter (robust estimates of variance-covariance matrix). Which
library/function should I use?
Thank you very much!
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