semdiag.musig: Robust covariance estimation

Description Usage Arguments Value

View source: R/semdiag.R

Description

Robust covariance estimation

Usage

1
semdiag.musig(x, varphi, max_it = 1000)

Arguments

x

Data

varphi

Percentage of data to be down-weighted

max_it

The maximum number of iterations

Value

Estimated mean and covariance matrix


semdiag documentation built on May 2, 2019, 4:49 p.m.