robeth (version 2.7-8)

wygalg: Conjugate gradient algorithm for the computation of the lower-triangular matrix A in the standardized case

Description

See Marazzi A. (1993), p.127

Usage

wygalg(x, a, exu = ucv, exup = upcv, nobs = nrow(x), 
       maxit = .dFvGet()$mxg, nitmon = .dFvGet()$ntm, 
       icnv = .dFvGet()$icv, tol = .dFvGet()$tlo, 
       xfud = .dFvGet()$xfd)

Value

See reference

Arguments

x

See reference

a

See reference

exu

See reference

exup

See reference

nobs

See reference

maxit

See reference

nitmon

See reference

icnv

See reference

tol

See reference

xfud

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.127