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robeth (version 2.6)

kfascv: Backtransformation of the covariance matrix of the coefficient estimates

Description

See Marazzi A. (1993), p.152

Usage

kfascv(xt, cov, k = np, mdx = nrow(xt), f = .dFvGet()$fff, sg, ip)

Arguments

xt
See reference
cov
See reference
k
See reference
mdx
See reference
f
See reference
sg
See reference
ip
See reference

Value

  • See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.152