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kffacv

Correction factor f_H for the covariance matrix of a Huber-type estimate

Description

See Marazzi A. (1993), p.154

Usage

kffacv(rs, expsi = psi, expsp = psp, np, sigma)

Arguments

rs

See reference
expsi

See reference
expsp

See reference
np

See reference
sigma

See reference

Value

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.154

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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