kffacv: Correction factor f_H for the covariance matrix of a
Huber-type estimate
Description
See Marazzi A. (1993), p.154Usage
kffacv(rs, expsi = psi, expsp = psp, np, sigma)
References
Marazzi A. (1993) Algorithm, Routines, and S functions
for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove,
California. p.154