Fixed-point algorithm for the computation of an M-estimate of multivariate location and scatter
See Marazzi A. (1993), p.232
cyfalg(x, a, t, exu = ucv, exv = vcv, exw = wcv, nobs = nrow(x), tau = .dFvGet()$tua, maxit = .dFvGet()$mxf, nitmon = .dFvGet()$ntm, iloc = .dFvGet()$ilc, icnv = .dFvGet()$icv, tol = .dFvGet()$tlo)
x |
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a |
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t |
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exu |
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exv |
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exw |
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nobs |
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tau |
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maxit |
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nitmon |
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iloc |
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icnv |
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tol |
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See reference
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.232
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