check the robustbase package and rlm or hubers in MASS
You'll need to know which m-estimator you want, but both those packages
include at least some m-estimators.
Strictly, so does the base package; the mean is an m-estimator. Just
not a very robust one!
S Ellison
>>> Iasonas Lamprianou 06/08/
Hi:
Try (install package sos first if necessary):
library(sos)
findFn('M-estimator')
This produced 34 hits on my machine (not quite as productive as Petr's
search :), but it identifies a few packages that contain functions for
robust estimation. It's also a good way to get familiar with a very u
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