Dear Teruko, yes, the R source code of cov.rob() is found in lqs.R in the package MASS which in turn is to be found in the package bundle VR, but the actual computations are performed by the C functions in lqs.C.
But why don't you install the package rrcov where you will find a function CovRobust() providing interface to most of the available algorithms for high breakdown multivariate location and covariance, namely: CovMcd(), CovSest(), CovSde(), CovOgk(), CovMest() and CovMve(). If you need more information about these methods than the provided in the package as well as pointers where to find the source code, please write me. またね Best regards, Valentin On Fri, Mar 13, 2009 at 7:01 AM, Teruko Takada <tak...@bus.osaka-cu.ac.jp> wrote: > > Dear all, > > R definition of cov.rob is found in lqs.R in VR package. > Thank you! > > _______________________________________________ > R-SIG-Robust@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-robust > _______________________________________________ R-SIG-Robust@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-robust
