Internal function. Carries the re-weighting part of the DetMCD algorithm.
DetMCD_RW(ll,hlst,Xw,out2,scale_est,alpha)integer in 1:6.
a vector of integers between in (n/2,n).
a n by p data matrix.
a list. Typically the result of a call to "DetMCD_CS".
a character string specifying the
variance functional. Possible values are "qn"
for the Qn or "tau" for the tau scale.
a vector of values in [1/2,1].
returns a list.