Computes the eigenvalues of the matrix Ktau
See Marazzi A. (1993), p.186
tteign(covtau, nq, mdc = np - nq)
covtau |
See reference |
nq |
See reference |
mdc |
See reference |
See reference
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.186
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