DetMCD_RW {DetMCD}

DetMCD_RW

Description

Internal function. Carries the re-weighting part of the DetMCD algorithm.

Usage

  DetMCD_RW(ll,hlst,Xw,out2,scale_est,alpha)

Arguments

ll

integer in 1:6.

hlst

a vector of integers between in (n/2,n).

Xw

a n by p data matrix.

out2

a list. Typically the result of a call to "DetMCD_CS".

scale_est

a character string specifying the variance functional. Possible values are "qn" for the Qn or "tau" for the tau scale.

alpha

a vector of values in [1/2,1].

Value

returns a list.

Author(s)

Vakili Kaveh

See Also

DetMCD,DetMCD_CS.