cfrcov

utilities

Locations problems, M-estimates of coefficients and scale
in linear regression, Weights for bounded influence regression,
Covariance matrix of the coefficient estimates, Asymptotic
relative efficiency of regression M-estimates, Robust testing
in linear models, High breakdown point regression, M-estimates
of covariance matrices, M-estimates for discrete generalized
linear models.

A. Randriamiharisoa

robeth

R Functions for Robust Statistics

cfrcov function

<dl> <dt>a</dt>
<dd>See reference</dd> <dt>nvar</dt>
<dd>See reference</dd> <dt>fc</dt>
<dd>See reference</dd> <dt>tau</dt>
<dd>See reference</dd></dl>

Arguments

Computation of fC.fC.inv(AT A) for a given matrix A and scale factor fC — cfrcov

<dl>

 <dt>a</dt>
<dd>See reference</dd>

 <dt>nvar</dt>
<dd>See reference</dd>

 <dt>fc</dt>
<dd>See reference</dd>

 <dt>tau</dt>
<dd>See reference</dd>

</dl>

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cfrcov: Computation of fC.fC.inv(AT A) for a given matrix A and scale factor fC

Description

Usage

Value

Arguments

References