robeth (version 2.6)

ryhalg: H-algorithm for M-estimates

Description

See Marazzi A. (1993), p.98

Usage

ryhalg(x, y, theta, wgt, cov, expsi = psi, exchi = chi, exrho = rho, 
       sigmai, k = np, tol = .dFvGet()$tlo, gam = .dFvGet()$gma, 
       tau = .dFvGet()$tua, itype = .dFvGet()$ite, ix = .dFvGet()$ix1, 
       iy = .dFvGet()$iy1, ic = .dFvGet()$ic1, isigma = .dFvGet()$isg, 
       icnv = .dFvGet()$icn, maxit = .dFvGet()$mxt, maxis = .dFvGet()$mxs, 
       nitmon = .dFvGet()$ntm, sf, sg, sh, ip)

Arguments

x

See reference

y

See reference

theta

See reference

wgt

See reference

cov

See reference

expsi

See reference

exchi

See reference

exrho

See reference

sigmai

See reference

k

See reference

tol

See reference

gam

See reference

tau

See reference

itype

See reference

ix

See reference

iy

See reference

ic

See reference

isigma

See reference

icnv

See reference

maxit

See reference

maxis

See reference

nitmon

See reference

sf

See reference

sg

See reference

sh

See reference

ip

See reference

Value

• See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.98