cynalg: Newton-type algorithm for the computation of an M-estimate of...

In robeth: R Functions for Robust Statistics

Newton-type algorithm for the computation of an M-estimate of multivariate location and scatter

Description

See Marazzi A. (1993), p.235

Usage

cynalg(x, a, t, exu = ucv, exup = upcv, exv = vcv, exvp = vpcv, 
       exw = wcv, exwp = wpcv, nobs = nrow(x), maxit = .dFvGet()$mxn, 
       nitmon = .dFvGet()$ntm, iloc = .dFvGet()$ilc, icnv = .dFvGet()$icv, 
       tol = .dFvGet()$tlo, xfud = .dFvGet()$xfd)

Arguments

x	See reference
a	See reference
t	See reference
exu	See reference
exup	See reference
exv	See reference
exvp	See reference
exw	See reference
exwp	See reference
nobs	See reference
maxit	See reference
nitmon	See reference
iloc	See reference
icnv	See reference
tol	See reference
xfud	See reference

Value

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.235

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