Diagonal matrices D_M, E_M, D_S, E_S when psi is the Huber function
See Marazzi A. (1993), p.156
kiedch(wgt, c = .dFvGet()$ccc, itype = .dFvGet()$ite)
wgt |
See reference |
c |
See reference |
itype |
See reference |
See reference
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.156
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