Newton algorithm with adaptive steps for M-estimates
See Marazzi A. (1993), p.73
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)
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 |
See reference
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.73
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