cfrcov: Computation of fC.fC.inv(AT A) for a given matrix A and scale factor fC
Description
See Marazzi A. (1993), p.242Usage
cfrcov(a, nvar, fc, tau = .dFvGet()$tua)
References
Marazzi A. (1993) Algorithm, Routines, and S functions
for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove,
California. p.242