bmem.em.rcov: Estimation of robust covariance matrix
Description
Estimation of robust covariance matrix
Usage
bmem.em.rcov(xmis, varphi=.1, moment=FALSE, max_it=1000, st='i')
Value
An interval function to calculate the robust covaraince matrix
Arguments
- xmis
Missing data pattern
- varphi
Percent of data to be downweighted
- moment
Moment analysis if TRUE
- max_it
Maximum number of iteration
- st
Starting values
Author
Zhiyong Zhang and Lijuan Wang