cynalg {robeth} | R Documentation |
Newton-type algorithm for the computation of an M-estimate of multivariate location and scatter
Description
See Marazzi A. (1993), p.235
Usage
cynalg(x, a, t, exu = ucv, exup = upcv, exv = vcv, exvp = vpcv,
exw = wcv, exwp = wpcv, nobs = nrow(x), maxit = .dFvGet()$mxn,
nitmon = .dFvGet()$ntm, iloc = .dFvGet()$ilc, icnv = .dFvGet()$icv,
tol = .dFvGet()$tlo, xfud = .dFvGet()$xfd)
Arguments
x |
See reference |
a |
See reference |
t |
See reference |
exu |
See reference |
exup |
See reference |
exv |
See reference |
exvp |
See reference |
exw |
See reference |
exwp |
See reference |
nobs |
See reference |
maxit |
See reference |
nitmon |
See reference |
iloc |
See reference |
icnv |
See reference |
tol |
See reference |
xfud |
See reference |
Value
See reference
References
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.235
[Package robeth version 2.7-8 Index]