rywalg {robeth} | R Documentation |
W-algorithm for M-estimates
Description
See Marazzi A. (1993), p.87
Usage
rywalg(x, y, theta, wgt, cov, psp0 = psp(0), expsi = psi, exchi = chi,
exrho = rho, sigmai, tol = .dFvGet()$tlo, gam = .dFvGet()$gma,
tau = .dFvGet()$tua, itype = .dFvGet()$ite, isigma = .dFvGet()$isg,
icnv = .dFvGet()$icn, maxit = .dFvGet()$mxt, maxis = .dFvGet()$mxs,
nitmon = .dFvGet()$ntm)
Arguments
x |
See reference |
y |
See reference |
theta |
See reference |
wgt |
See reference |
cov |
See reference |
psp0 |
See reference |
expsi |
See reference |
exchi |
See reference |
exrho |
See reference |
sigmai |
See reference |
tol |
See reference |
gam |
See reference |
tau |
See reference |
itype |
See reference |
isigma |
See reference |
icnv |
See reference |
maxit |
See reference |
maxis |
See reference |
nitmon |
See reference |
Value
See reference
References
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.87
[Package robeth version 2.7-8 Index]