Last data update: 2014.03.03

R: Estimation of robust covariance matrix
bmem.em.rcovR 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

varphi

Percent of data to be downweighted

moment

Moment analysis if TRUE

max_it

Maximum number of iteration

st

Starting values

Value

An interval function to calculate the robust covaraince matrix

Author(s)

Zhiyong Zhang and Lijuan Wang

Results