Covariance matrix of the coefficient estimates of the form f.inv(XT X)

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Description

See Marazzi A. (1993), p.147

Usage

1
ktaskv(x, n = nrow(x), tau = .dFvGet()$tua, f = .dFvGet()$fff)

Arguments

x

See reference

n

See reference

tau

See reference

f

See reference

Value

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.147

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