Re: [R] Robust Asymptotic Statistics (RobASt)

2010-06-07 Thread Dr. Matthias Kohl
Dear Alex, after installation of ROptRegTS there should be a folder scripts in the package directory of ROptRegTS which includes some further examples. If you are assuming normal errors you should switch to package RobRex which is optimized for normal errors. There you will also find a folder

[R] Robust Asymptotic Statistics (RobASt)

2010-06-05 Thread Alex Weslowski
Hi all, Other than: http://www.stamats.de/F2006.r Are there other good simple examples out there of using the ROptRegTS package (part of the RobASt project)? I'm hoping to plug it in for multivariate regression. Or is this not a good idea? Just trying to find out how it compares to rlm, lts,