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robeth (version 2.6)

lyhalg: M-estimate of location with simultaneous estimation of scale

Description

See Marazzi A. (1993), p.30

Usage

lyhalg(y, expsi = psi, expsp = psp, exchi = chi, theta, sigmai, 
       tol = .dFvGet()$tlo, gam = .dFvGet()$gma, isigma = .dFvGet()$isg, 
       maxit = .dFvGet()$mxt, maxis = .dFvGet()$mxs)

Arguments

y
See reference
expsi
See reference
expsp
See reference
exchi
See reference
theta
See reference
sigmai
See reference
tol
See reference
gam
See reference
isigma
See reference
maxit
See reference
maxis
See reference

Value

  • See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.30