Last data update: 2014.03.03
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R: Estimation of robust covariance matrix
bmem.em.rcov | R Documentation |
Estimation of robust covariance matrix
Description
Estimation of robust covariance matrix
Usage
bmem.em.rcov(xmis, varphi=.1, moment=FALSE, max_it=1000, st='i')
Arguments
xmis |
Missing data pattern
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varphi |
Percent of data to be downweighted
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moment |
Moment analysis if TRUE
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max_it |
Maximum number of iteration
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st |
Starting values
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Value
An interval function to calculate the robust covaraince matrix
Author(s)
Zhiyong Zhang and Lijuan Wang
Results
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