Covariance matrix of the coefficient estimates of the form f.inv(S1) S2 inv(S1)
See Marazzi A. (1993), p.148
ktaskw(x, d, e, tau = .dFvGet()$tua, ia = .dFvGet()$ia1, f = .dFvGet()$fff,
f1 = .dFvGet()$ff1, iainv = .dFvGet()$ia2, a)x |
See reference |
d |
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e |
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tau |
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ia |
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f |
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f1 |
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iainv |
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a |
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See reference
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.148
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