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robeth (version 2.6)

cfrcov: Computation of fC.fC.inv(AT A) for a given matrix A and scale factor fC

Description

See Marazzi A. (1993), p.242

Usage

cfrcov(a, nvar, fc, tau = .dFvGet()$tua)

Arguments

a
See reference
nvar
See reference
fc
See reference
tau
See reference

Value

  • See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.242