bmem.em.rcov: Estimation of robust covariance matrix
Description
Estimation of robust covariance matrix
Usage
bmem.em.rcov(xmis, varphi=.1, moment=FALSE, max_it=1000, st='i')
Arguments
varphi
Percent of data to be downweighted
max_it
Maximum number of iteration
Value
An interval function to calculate the robust covaraince matrix