[R] How to get robust M-estimator of multivariate scatter using Huber's psi?

David Winsemius dwinsemius at comcast.net
Wed Nov 19 20:05:32 CET 2008

Have you looked at the obvious Task View yet?


David Winsemius
On Nov 19, 2008, at 1:07 PM, rlearner309 wrote:

> How to get robust M-estimators of multivariate scatter using Huber's  
> psi?
> Which package/function should I look into?  Ideally, I hope I can
> self-define thresholds of Huber's psi function.
> Thanks a lot!!!
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