R/MmatrM.R

Defines functions MmatrM

Documented in MmatrM

MmatrM <-
function(x, y, beta, sigma, t.c = 1.345, weights = 1)  
{
  (t(x)%*%diag(drop(weights*ifelse(abs(y-(x)%*%as.vector(beta))/sigma<t.c, 1, 0)),length(x[,1]),length(x[,1]))%*%x)/sigma 
}

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