Last data update: 2014.03.03
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R: DetMCD_RW
DetMCD_RW
Description
Internal function. Carries the re-weighting part of the DetMCD algorithm.
Usage
DetMCD_RW(ll,hlst,Xw,out2,scale_est,alpha)
Arguments
ll |
integer in 1:6 .
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hlst |
a vector of integers between in (n/2,n).
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Xw |
a n by p data matrix.
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out2 |
a list. Typically the result of a call to "DetMCD_CS" .
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scale_est |
a character string specifying the
variance functional. Possible values are "qn"
for the Qn or "tau" for the tau scale.
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alpha |
a vector of values in [1/2,1].
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Value
returns a list.
Author(s)
Vakili Kaveh
See Also
DetMCD ,DetMCD_CS .
Results
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