OBREMatMComputation: Function computing the OBRE matrix M.

In OBRE: Optimal B-Robust Estimator Tools

Function computing the OBRE matrix M.

Description

The function evaluates integrals used to compute the M_1 and M_2 OBRE matrices. Element (1,1) uses argument (A,B,F); element (1,2) uses argument (B,D,E,F); elements (2,2) uses arguments (C,D,F).

Usage

OBREMatMComputation(
  nvData,
  nTheta1,
  nTheta2,
  lDensityExpr,
  nCParOBRE,
  matA,
  nvA,
  nK
)

Arguments

nvData	The vector of data.
nTheta1	The first parameter.
nTheta2	The second parameter.
lDensityExpr	List of symbolic expressions of density, cumulative and derivatives.
nCParOBRE	OBRE c parameter.
matA	Matrix A.
nvA	Vector a.
nK	Exponent which differentiate M_1 from M_2.

Value

OBRE M matrix (M_1 if nK = 1; M_2 if nK = 2).

OBRE documentation built on July 9, 2023, 5:53 p.m.