Description Usage Arguments Details Value Author(s) References See Also
Robust mean and covariance matrix using Huber-type weight.
1 | rsem.emmusig(xpattern, varphi=.1, max.it=1000, st='i')
|
xpattern |
Missing data pattern output from |
varphi |
Proportion of data to be down-weighted. Default is 0.1. |
max.it |
Maximum number of iterations for EM. Default is 1000 |
st |
Starting values for EM algorithm. The default is 0 for mean and I for covariance. Alternative, the starting values can be estimated according to MCD. |
Estimate mean and covariance matrix using the expectation robust (ER) algorithm.
err |
Error code. 0: good. 1: maximum iterations are exceeded. |
mu |
Mean vector |
sigma |
Covariance matrix |
weight |
weight used in robust mean and covariance estimation. |
Zhiyong Zhang and Ke-Hai Yuan
Yuan, K.-H., & Zhang, Z. (2012). Robust Structural Equation Modeling with Missing Data and Auxiliary Variables. Psychometrika, 77(4), 803-826.
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