Conjugate gradient algorithm for the computation of the lower-triangular matrix A in the standardized case
See Marazzi A. (1993), p.127
wygalg(x, a, exu = ucv, exup = upcv, nobs = nrow(x),
maxit = .dFvGet()$mxg, nitmon = .dFvGet()$ntm,
icnv = .dFvGet()$icv, tol = .dFvGet()$tlo,
xfud = .dFvGet()$xfd)x |
See reference |
a |
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exu |
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exup |
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nobs |
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maxit |
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nitmon |
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icnv |
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tol |
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xfud |
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See reference
Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.127
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