rysalg: S-algorithm for M-estimates
In robeth: R Functions for Robust Statistics

rysalg

R Documentation

S-algorithm for M-estimates

Description

See Marazzi A. (1993), p.87

Usage

rysalg(x, y, theta, wgt, cov, sigmai, tol = .dFvGet()$tlo, 
       tau = .dFvGet()$tua, itype = .dFvGet()$ite, 
       isigma = .dFvGet()$isg, icnv = .dFvGet()$icn, 
       maxit = .dFvGet()$mxt, maxis = .dFvGet()$mxs, 
       nitmon = .dFvGet()$ntm)

Arguments

`x`	See reference
`y`	See reference
`theta`	See reference
`wgt`	See reference
`cov`	See reference
`sigmai`	See reference
`tol`	See reference
`tau`	See reference
`itype`	See reference
`isigma`	See reference
`icnv`	See reference
`maxit`	See reference
`maxis`	See reference
`nitmon`	See reference