kffacv: Correction factor f_H for the covariance matrix of a...
In robeth: R Functions for Robust Statistics
kffacv R Documentation
Correction factor f_H for the covariance matrix of a
Huber-type estimate
Description
See Marazzi A. (1993), p.154
Usage
kffacv(rs, expsi = psi, expsp = psp, np, sigma)
Arguments
rs
See reference
expsi
See reference
expsp
See reference
np
See reference
sigma
See reference
Value
See reference
References
Marazzi A. (1993) Algorithm, Routines, and S functions
for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove,
California. p.154
robeth documentation built on Aug. 22, 2023, 9:09 a.m.
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| kffacv | R Documentation |
Correction factor f_H for the covariance matrix of a Huber-type estimate
Description
See Marazzi A. (1993), p.154
Usage
kffacv(rs, expsi = psi, expsp = psp, np, sigma)
Arguments
rs |
See reference |
expsi |
See reference |
expsp |
See reference |
np |
See reference |
sigma |
See reference |
Value
See reference
References
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.154
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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