x2weight.robCov: Robustness Weights

Description Usage Arguments Value Author(s) See Also

View source: R/x2weight.robCov.R

Description

Auxiliary function. Computation of the leverage weights based on robust Mahalanobis distance. For computation of location and scatter the MVE 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 April 2, 2020, 5:07 p.m.