robeth (version 2.6)

cygalg: Conjugate gradient algorithm for the computation of an M-estimate of multivariate location and scatter

Description

See Marazzi A. (1993), p.238

Usage

cygalg(x, a, t, exu = ucv, exup = upcv, exv = vcv, exw = wcv, exwp = wpcv, 
       nobs = nrow(x), maxit = .dFvGet()$mxg, nitmon = .dFvGet()$ntm, 
       iloc = .dFvGet()$ilc, icnv = .dFvGet()$icv, tol = .dFvGet()$tlo, 
       xfud = .dFvGet()$xfd)

Arguments

x

See reference

a

See reference

t

See reference

exu

See reference

exup

See reference

exv

See reference

exw

See reference

exwp

See reference

nobs

See reference

maxit

See reference

nitmon

See reference

iloc

See reference

icnv

See reference

tol

See reference

xfud

See reference

Value

• See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.238