initial_d0: computes initial value of the coefficients, beta0, and the S...

Description Usage Arguments

View source: R/cross_val_pfc.R

Description

computes initial value of the coefficients, beta0, and the S robust covariance as initial value of the covariance matrix delta=

Usage

1
initial_d0(X, aux, efficiency = 0.85)

Arguments

X

data matrix

aux

constanst for both rho functions

efficiency

optionally the efficiency of the univariate estimate


meszre/tauPFC documentation built on Feb. 28, 2020, 8:21 a.m.