From Martin Maechler <maechler@stat.math.ethz.ch>  Tue Jun  3 08:18:19 1997
From: Martin Maechler <maechler@stat.math.ethz.ch> (Martin Maechler)
Date: Tue, 3 Jun 97 09:18:19 +0200
Subject: R-alpha:  cov.mve  &  lmsreg -- "minvol" and "progress" @ statlib
In-Reply-To: <199706030640.IAA11973@aragorn.ci.tuwien.ac.at> (message from
 Kurt Hornik on Tue, 3 Jun 1997 08:40:52 +0200)
Message-ID: <9706030718.AA00848@>

[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

	  ftp://unix.hensa.ac.uk/mirrors/statlib/

The 2 robust statistics contributions of  Rousseeuw  are thus

	  ftp://unix.hensa.ac.uk/mirrors/statlib/general/minvol
	  ftp://unix.hensa.ac.uk/mirrors/statlib/general/progress

Martin Maechler <maechler@stat.math.ethz.ch>		 <><
Seminar fuer Statistik, SOL G1
ETH (Federal Inst. Technology)	8092 Zurich	 SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1086
http://www.stat.math.ethz.ch/~maechler/
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R-alpha: cov.mve & lmsreg -- "minvol" and "progress" @ statlib
Martin Maechler