x2weight.covMcd {ssmrob} | R Documentation |
Robustness Weights
Description
Auxiliary function. Computation of the leverage weights based on robust Mahalanobis distance. For computation of location and scatter the MCD method is used.
Usage
x2weight.covMcd(xMat)
Arguments
xMat |
matrix of explanatory variables |
Value
vector of weights
Author(s)
Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti
See Also
[Package ssmrob version 1.0 Index]