cov.ahuber: Calculate Adaptive Huber Covariance Matrix
In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities
Description
Usage
Arguments
Value
References
Examples
Description
Calculate Adaptive Huber Covariance Matrix
Usage
1
cov.ahuber(x)
Arguments
x
a data frame or matrix of numeric variables
Value
a covariance matrix
References
Huber, P. J. (1964). Robust estimation of a location parameter. Ann. Math. Statist. 35, 73–101.
Examples
1
cov.ahuber(x)
abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.
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Description Usage Arguments Value References Examples
Description
Calculate Adaptive Huber Covariance Matrix
Usage
1 | cov.ahuber(x)
|
Arguments
x |
a data frame or matrix of numeric variables |
Value
a covariance matrix
References
Huber, P. J. (1964). Robust estimation of a location parameter. Ann. Math. Statist. 35, 73–101.
Examples
1 | cov.ahuber(x)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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