robeth (version 2.6)

wyfalg: Fixed-point algorithm for the computation of the matrix A

Description

See Marazzi A. (1993), p.121

Usage

wyfalg(x, a, gwt, exu = ucv, nobs = nrow(x), nvarq = 0, 
       tau = .dFvGet()$tua, maxit = .dFvGet()$mxf, nitmon = .dFvGet()$ntm, 
       icnv = .dFvGet()$icv, itypw = .dFvGet()$itw, igwt = 0, 
       tol = .dFvGet()$tlo)

Arguments

x

See reference

a

See reference

gwt

See reference

exu

See reference

nobs

See reference

nvarq

See reference

tau

See reference

maxit

See reference

nitmon

See reference

icnv

See reference

itypw

See reference

igwt

See reference

tol

See reference

Value

• See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.121