kiascv: Covariance matrix of the coefficient estimates of the form
f.inv(XT X) in the transformed coordinate system
Description
See Marazzi A. (1993), p.150
Usage
kiascv(xt, k = np, mdx = nrow(xt), fu = .dFvGet()$fu1, fb = .dFvGet()$fb1)
Arguments
- xt
See reference
- k
See reference
- mdx
See reference
- fu
See reference
- fb
See reference
References
Marazzi A. (1993) Algorithm, Routines, and S functions
for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove,
California. p.150