robeth (version 2.6)

gyastp: Fixed-point algorithm for the A-step

Description

See Marazzi A. (1993), p.301

Usage

gyastp(x, y, ni, vtheta, ci, a, oi = 0, b = 1.1 * sqrt(nvar), 
       iugl = .dFvGet()$iug, icase = .dFvGet()$ics, tau = .dFvGet()$tua, 
       maxit = .dFvGet()$mxf, nitmon = .dFvGet()$ntm, icnv = .dFvGet()$icv, 
       tol = .dFvGet()$tlo)

Arguments

x

See reference

y

See reference

ni

See reference

vtheta

See reference

ci

See reference

a

See reference

oi

See reference

b

See reference

iugl

See reference

icase

See reference

tau

See reference

maxit

See reference

nitmon

See reference

icnv

See reference

tol

See reference

Value

• See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.301