bmem.em.rcov: Estimation of robust covariance matrix

View source: R/bmem.R

bmem.em.rcovR Documentation

Estimation of robust covariance matrix

Description

Estimation of robust covariance matrix

Usage

bmem.em.rcov(xmis, varphi=.1, moment=FALSE, max_it=1000, st='i')

Arguments

xmis

Missing data pattern

varphi

Percent of data to be downweighted

moment

Moment analysis if TRUE

max_it

Maximum number of iteration

st

Starting values

Value

An interval function to calculate the robust covaraince matrix

Author(s)

Zhiyong Zhang and Lijuan Wang


bmem documentation built on Aug. 27, 2023, 9:07 a.m.