Computation of fC.fC.inv(AT A) for a given matrix A and scale factor fC
See Marazzi A. (1993), p.242
cfrcov(a, nvar, fc, tau = .dFvGet()$tua)
a |
See reference |
nvar |
See reference |
fc |
See reference |
tau |
See reference |
See reference
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.242
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