cfrcov: Computation of fC.fC.inv(AT A) for a given matrix A and scale...

cfrcovR Documentation

Computation of fC.fC.inv(AT A) for a given matrix A and scale factor fC

Description

See Marazzi A. (1993), p.242

Usage

cfrcov(a, nvar, fc, tau = .dFvGet()$tua)

Arguments

a

See reference

nvar

See reference

fc

See reference

tau

See reference

Value

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.242


robeth documentation built on Aug. 22, 2023, 9:09 a.m.

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