>>>>> <[EMAIL PROTECTED]>
>>>>> on Thu, 18 Sep 2008 08:25:47 -0400 writes:
> Thanks a lot Martin. I would definitely like to know more
> about calculating multivariate median. It would be better
> if I can get some method where I can calculate the median
> using functions in R. Will wait for your reply Thanks
I don't understand.
I gave several R functions that you should use *instead* of the
Oja median, and explained why the Oja median is *not* advisable.
What do you want more?
> Rahul Agarwal Analyst Equities Quantitative Research
> UBS_ISC, Hyderabad On Net: 19 533 6363
> -----Original Message----- From: Martin Maechler
> [mailto:[EMAIL PROTECTED] Sent: Thursday,
> September 18, 2008 5:47 PM To: Agarwal, Rahul-A Cc:
> R-SIG-robust@r-project.org; [EMAIL PROTECTED] Subject:
> Re: [R] Oja median
>>>>> <[EMAIL PROTECTED]>
>>>>> on Thu, 18 Sep 2008 05:20:56 -0400 writes:
>> Hi,
>> Can we get the code for calculating Oja median for
>> multivariate data
> Excuse me, but must you really?
> The Oja median has (finite) breakdown point 2/n, i.e., is
> not robust in any reasonable sense, and is quite expensive
> to compute, etc etc.
> Rather use a better robust method, typically (start with)
> cov.rob() from the recommended (hence part of every
> correct R installation) MASS package.
> There are (somewhat) better methods available for robust
> "location+scatter" [aka "(mu , Sigma)"] from packages
> 'rrcov', 'robustbase' and/or 'robust', e.g.,
> robustbase::covMcd
> If you need to know more, please divert to the SIG
> (special interest group) mailling list R-SIG-robust to
> which I CC this.
> Martin Maechler, ETH Zurich
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