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ktaskv

Covariance matrix of the coefficient estimates of the form f.inv(XT X)

Description

See Marazzi A. (1993), p.147

Usage

ktaskv(x, n = nrow(x), tau = .dFvGet()$tua, f = .dFvGet()$fff)

Arguments

x

See reference
n

See reference
tau

See reference
f

See reference

Value

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.147

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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