robeth (version 2.6)

wynalg: Newton-Huber algorithm for the computation of the lower-triangular matrix A in the standardized case

Description

See Marazzi A. (1993), p.87

Usage

wynalg(x, a, exu = ucv, exup = upcv, nobs = nrow(x), 
       maxit = .dFvGet()$mxn, nitmon = .dFvGet()$ntm, 
       icnv = .dFvGet()$icv, tol = .dFvGet()$tlo, 
       xfud = .dFvGet()$xfd)

Arguments

x

See reference

a

See reference

exu

See reference

exup

See reference

nobs

See reference

maxit

See reference

nitmon

See reference

icnv

See reference

tol

See reference

xfud

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