robeth (version 2.6)

rysalg: S-algorithm for M-estimates

Description

See Marazzi A. (1993), p.87

Usage

rysalg(x, y, theta, wgt, cov, sigmai, tol = .dFvGet()$tlo, 
       tau = .dFvGet()$tua, itype = .dFvGet()$ite, 
       isigma = .dFvGet()$isg, icnv = .dFvGet()$icn, 
       maxit = .dFvGet()$mxt, maxis = .dFvGet()$mxs, 
       nitmon = .dFvGet()$ntm)

Arguments

x

See reference

y

See reference

theta

See reference

wgt

See reference

cov

See reference

sigmai

See reference

tol

See reference

tau

See reference

itype

See reference

isigma

See reference

icnv

See reference

maxit

See reference

maxis

See reference

nitmon

See reference

Value

• See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.87