[R] [RsR] M-estimator R function question

[Ricardo Maronna]

One observation about the following.

> One thing we'd be very interested is the OGK estimator of
> Maronna and Zamar (JASA, 2002).  Unfortunately, there, too, some
> of the authors sold their code exclusively to Insightful (the
> S-plus company).

    Insightful has implemented the procedure in some way I ignore (actually, 
I don't like the way it works), but unfortunately I got not a single dollar 
from that!. Anybody is free to implement the method (which is extremely 
simple) in whatever language.
            Ricardo