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bmem (version 2.1)

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