kffacv

robust

Locations problems, M-estimates of coefficients and scale
in linear regression, Weights for bounded influence regression,
Covariance matrix of the coefficient estimates, Asymptotic
relative efficiency of regression M-estimates, Robust testing
in linear models, High breakdown point regression, M-estimates
of covariance matrices, M-estimates for discrete generalized
linear models.

A. Randriamiharisoa

robeth

R Functions for Robust Statistics

kffacv function

<dl> <dt>rs</dt>
<dd>See reference</dd> <dt>expsi</dt>
<dd>See reference</dd> <dt>expsp</dt>
<dd>See reference</dd> <dt>np</dt>
<dd>See reference</dd> <dt>sigma</dt>
<dd>See reference</dd></dl>

Arguments

Correction factor f_H for the covariance matrix of a
        Huber-type estimate — kffacv

<dl>

 <dt>rs</dt>
<dd>See reference</dd>

 <dt>expsi</dt>
<dd>See reference</dd>

 <dt>expsp</dt>
<dd>See reference</dd>

 <dt>np</dt>
<dd>See reference</dd>

 <dt>sigma</dt>
<dd>See reference</dd>

</dl>

kffacv: Correction factor f_H for the covariance matrix of a Huber-type estimate

Description

Usage

Value

Arguments

References