Hi!
Are you looking for a public domain program for LMS /LTS ? Especially
C-program/functions ? I made a C-program for LMS and LTS and it
is now available at
http://www.jyu.fi/~esaolli/
I use the same algorithm as Rousseuuw et al. use in their program
called PROGRESS and
my program has practically all the same features too, such as intercept
adjustment at each slope,
user chocen quantile value h (so you may lower the breakdown value if
wanted), a choice between
exhaustive and random subset algorithm, regression with/witout
intercept, etc. Note that some of
these features are not available in S-Plus function lmsreg().
I have tried to make the code readable as possible so that adding it to
you own programs
should be easy enough. BTW: email above is fake (no kidding ;) but you
can find my
email from my web site.
Why reinvent the wheel? There's already a program called PROGRESS in
Fortran that
do the same thing. Well, I needed C functions in my application and
noticed that it would be
easier to do it myself than trying to figure out what existing codes
does...
-Esa.
===========================================================================
This list is open to everyone. Occasionally, people lacking respect
for other members of the list send messages that are inappropriate
or unrelated to the list's discussion topics. Please just delete the
offensive email.
For information concerning the list, please see the following web page:
http://jse.stat.ncsu.edu/
===========================================================================
