rysigm: Iterative algorithm for the computation of an M-estimate of...

In robeth: R Functions for Robust Statistics

Iterative algorithm for the computation of an M-estimate of the scale parameter when the residuals are given

Description

See Marazzi A. (1993), p.94

Usage

rysigm(rs, wgt, exchi = chi, sigmai, np, tol = .dFvGet()$tlo, 
       itype = .dFvGet()$ite, isigma = .dFvGet()$isg, 
       maxis = .dFvGet()$mxt)

Arguments

rs	See reference
wgt	See reference
exchi	See reference
sigmai	See reference
np	See reference
tol	See reference
itype	See reference
isigma	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.94

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