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rysalg

S-algorithm for M-estimates

Description

See Marazzi A. (1993), p.87

Usage

rysalg(x, y, theta, wgt, cov, sigmai, tol = .dFvGet()$tlo, 
       tau = .dFvGet()$tua, itype = .dFvGet()$ite, 
       isigma = .dFvGet()$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
sigmai

See reference
tol

See reference
tau

See reference
itype

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.87

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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