Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

rynalg

Newton algorithm with adaptive steps for M-estimates


Description

See Marazzi A. (1993), p.73

Usage

rynalg(x, y, theta, wgt, cov, expsi = psi, expsp = psp, exchi = chi, 
       exrho = rho, sigmai, gam = .dFvGet()$gma, tol = .dFvGet()$tlo, 
       tau = .dFvGet()$tua, itype = .dFvGet()$ite, iopt = .dFvGet()$iop, 
       isigma = .dFvGet()$isg, icnv = .dFvGet()$icn, maxit = .dFvGet()$mxt, 
       maxis = .dFvGet()$mxs, nitmon = .dFvGet()$ntm)

Arguments

x

See reference

y

See reference

theta

See reference

wgt

See reference

cov

See reference

expsi

See reference

expsp

See reference

exchi

See reference

exrho

See reference

sigmai

See reference

gam

See reference

tol

See reference

tau

See reference

itype

See reference

iopt

See reference

isigma

See reference

icnv

See reference

maxit

See reference

maxis

See reference

nitmon

See reference

Value

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.73


robeth

R Functions for Robust Statistics

v2.7-6
GPL (>= 2)
Authors
Alfio Marazzi <Alfio.Marazzi@unisante.ch>
Initial release
2020-03-02

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.