x2weight.covMcd: Robustness Weights

Description Usage Arguments Value Author(s) See Also

View source: R/x2weight.covMcd.R

Description

Auxiliary function. Computation of the leverage weights based on robust Mahalanobis distance. For computation of location and scatter the MCD method is used.

Usage

1

Arguments

xMat

matrix of explanatory variables

Value

vector of weights

Author(s)

Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti

See Also

cov.rob


ssmrob documentation built on Aug. 20, 2021, 5:08 p.m.