lyhalg: M-estimate of location with simultaneous estimation of scale

In robeth: R Functions for Robust Statistics

M-estimate of location with simultaneous estimation of scale

Description

See Marazzi A. (1993), p.30

Usage

lyhalg(y, expsi = psi, expsp = psp, exchi = chi, theta, sigmai, 
       tol = .dFvGet()$tlo, gam = .dFvGet()$gma, isigma = .dFvGet()$isg, 
       maxit = .dFvGet()$mxt, maxis = .dFvGet()$mxs)

Arguments

y	See reference
expsi	See reference
expsp	See reference
exchi	See reference
theta	See reference
sigmai	See reference
tol	See reference
gam	See reference
isigma	See reference
maxit	See reference
maxis	See reference

Value

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.30

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