R/gkcov.R

gkcov<-function(x,y,gk.sigmamu=taulc,...){
#
# Compute robust covariance using the Gnanadesikan-Kettenring
# estimator.
# (cf. Marrona & Zomar, 2002, Technometrics
#
val<-.25*(gk.sigmamu(x+y,...)-gk.sigmamu(x-y,...))
val
}

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WRS2 documentation built on May 2, 2019, 4:46 p.m.