R/rejpt.bw.R

In biwt: Compute the Biweight Mean Vector and Covariance & Correlation Matrice

rejpt.bw <-
function(p,r){ # gives c1 = ARP  
    c1 <- 2*p
    iter <- 1
    crit <- 100
    eps <- 1e-5
    while ((crit > eps)&(iter<100)){  
c1.old <- c1
        fc <- erho.bw(p,c1) - c1^2*r/6
        fcp <- erho.bw.p(p,c1) - c1*r/3
        c1 <- c1 - fc/fcp
        if (c1 < 0)  c1 <- c1.old/2
        crit <- abs(fc)
        iter <- iter+1    }
    return(c(c1,pchisq(c1^2,p),log10(1-pchisq(c1^2,p))))}