ktaskv: Covariance matrix of the coefficient estimates of the
form f.inv(XT X)
Description
See Marazzi A. (1993), p.147
Usage
ktaskv(x, n = nrow(x), tau = .dFvGet()$tua, f = .dFvGet()$fff)
Arguments
- x
See reference
- n
See reference
- tau
See reference
- f
See reference
References
Marazzi A. (1993) Algorithm, Routines, and S functions
for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove,
California. p.147