robeth (version 2.6)

ktaskw: Covariance matrix of the coefficient estimates of the form f.inv(S1) S2 inv(S1)

Description

See Marazzi A. (1993), p.148

Usage

ktaskw(x, d, e, tau = .dFvGet()$tua, ia = .dFvGet()$ia1, f = .dFvGet()$fff, 
       f1 = .dFvGet()$ff1, iainv = .dFvGet()$ia2, a)

Arguments

x

See reference

d

See reference

e

See reference

tau

See reference

ia

See reference

f

See reference

f1

See reference

iainv

See reference

a

See reference

Value

• See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.148