robeth (version 2.6)

mymvlm: Simultaneous computation of the MVE and LMS estimates

Description

See Marazzi A. (1993), p.265

Usage

mymvlm(x, y, ilms = .dFvGet()$ilm, iopt = .dFvGet()$ipt, 
       intch = .dFvGet()$ich, nrep, tolv = .dFvGet()$tlv, 
       tolm = .dFvGet()$tlm, tau = .dFvGet()$tua, 
       iseed = .dFvGet()$isd)

Arguments

x

See reference

y

See reference

ilms

See reference

iopt

See reference

intch

See reference

nrep

See reference

tolv

See reference

tolm

See reference

tau

See reference

iseed

See reference

Value

• See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.265