mymvlm {robeth}

Simultaneous computation of the MVE and LMS estimates

Description

See Marazzi A. (1993), p.265

Usage

mymvlm(x, y, ilms = .dFvGet()$ilm, iopt = .dFvGet()$ipt, 
       intch = .dFvGet()$ich, nrep, tolv = .dFvGet()$tlv, 
       tolm = .dFvGet()$tlm, tau = .dFvGet()$tua, 
       iseed = .dFvGet()$isd)

Arguments

x

See reference

y

See reference

ilms

See reference

iopt

See reference

intch

See reference

nrep

See reference

tolv

See reference

tolm

See reference

tau

See reference

iseed

See reference

Value

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.265