Backtransformation of the covariance matrix of the coefficient estimates
See Marazzi A. (1993), p.152
kfascv(xt, cov, k = np, mdx = nrow(xt), f = .dFvGet()$fff, sg, ip)
xt |
See reference |
cov |
See reference |
k |
See reference |
mdx |
See reference |
f |
See reference |
sg |
See reference |
ip |
See reference |
See reference
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.152
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