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robeth (version 2.6)

kffacv: Correction factor f_H for the covariance matrix of a Huber-type estimate

Description

See Marazzi A. (1993), p.154

Usage

kffacv(rs, expsi = psi, expsp = psp, np, sigma)

Arguments

rs
See reference
expsi
See reference
expsp
See reference
np
See reference
sigma
See reference

Value

  • See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.154