wygalg: Conjugate gradient algorithm for the computation of the...

In robeth: R Functions for Robust Statistics

Conjugate gradient algorithm for the computation of the lower-triangular matrix A in the standardized case

Description

See Marazzi A. (1993), p.127

Usage

wygalg(x, a, exu = ucv, exup = upcv, nobs = nrow(x), 
       maxit = .dFvGet()$mxg, nitmon = .dFvGet()$ntm, 
       icnv = .dFvGet()$icv, tol = .dFvGet()$tlo, 
       xfud = .dFvGet()$xfd)

Arguments

x	See reference
a	See reference
exu	See reference
exup	See reference
nobs	See reference
maxit	See reference
nitmon	See reference
icnv	See reference
tol	See reference
xfud	See reference

Value

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.127

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