Last data update: 2014.03.03

 R: Robust covariance estimation
semdiag.musigR Documentation

Robust covariance estimation

Description

Robust covariance estimation

Usage

semdiag.musig(x, varphi, max_it = 1000)

Arguments

x

Data

varphi

Percentage of data to be down-weighted

max_it

The maximum number of iterations

Value

Estimated mean and covariance matrix

Results


Created & Maintained by Osamu Ogasawara (osamu.ogasawara@gmail.com) and IMSBIO