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cygalg

Conjugate gradient algorithm for the computation of an M-estimate of multivariate location and scatter

Description

See Marazzi A. (1993), p.238

Usage

cygalg(x, a, t, exu = ucv, exup = upcv, exv = vcv, exw = wcv, exwp = wpcv, 
       nobs = nrow(x), maxit = .dFvGet()$mxg, nitmon = .dFvGet()$ntm, 
       iloc = .dFvGet()$ilc, icnv = .dFvGet()$icv, tol = .dFvGet()$tlo, 
       xfud = .dFvGet()$xfd)

Arguments

x

See reference
a

See reference
t

See reference
exu

See reference
exup

See reference
exv

See reference
exw

See reference
exwp

See reference
nobs

See reference
maxit

See reference
nitmon

See reference
iloc

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.238

robeth

R Functions for Robust Statistics

v2.7-6
GPL (>= 2)
Authors
Alfio Marazzi <Alfio.Marazzi@unisante.ch>
Initial release
2020-03-02

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