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robeth (version 2.6)

ktaskv: Covariance matrix of the coefficient estimates of the form f.inv(XT X)

Description

See Marazzi A. (1993), p.147

Usage

ktaskv(x, n = nrow(x), tau = .dFvGet()$tua, f = .dFvGet()$fff)

Arguments

x
See reference
n
See reference
tau
See reference
f
See reference

Value

  • See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.147