robeth (version 2.7-8)

lyhalg: M-estimate of location with simultaneous estimation of scale

Description

See Marazzi A. (1993), p.30

Usage

lyhalg(y, expsi = psi, expsp = psp, exchi = chi, theta, sigmai, 
       tol = .dFvGet()$tlo, gam = .dFvGet()$gma, isigma = .dFvGet()$isg, 
       maxit = .dFvGet()$mxt, maxis = .dFvGet()$mxs)

Value

See reference

Arguments

y

See reference

expsi

See reference

expsp

See reference

exchi

See reference

theta

See reference

sigmai

See reference

tol

See reference

gam

See reference

isigma

See reference

maxit

See reference

maxis

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.30