cstep: Perform single iteration of C-step

Description Usage Arguments Value

View source: R/fastMCD.R

Description

Perform single iteration of C-step

Usage

1
cstep(X, T, S, h)

Arguments

X

A 2D matrix

T

A vector of the initial location estimate

S

A vector of the initial scatter estimate

h

An integer specifying the number of observations to use

Value

A list of set (H), scatter (S) and location (T)


frankp-0/fastMCD documentation built on Dec. 20, 2021, 8:51 a.m.