rob.estimConGraph {rggm} | R Documentation |
Robustfied estimators for a given Gaussian concentration graph models
Description
Computing robustified mean vector and covariance matrix.
Usage
rob.estimConGraph(amat, w.par, smpl.frm, it.limit = 200, tol = 1e-06)
Arguments
amat |
An adjacent matrix |
w.par |
A non-negative real value, a robustness tuning parameter |
smpl.frm |
A data frame, a sample set |
it.limit |
a positive integer indicating the limit times of the iteration |
tol |
A small positive number idicating the tolerance used in the
convergence tests |
Value
mu |
A mean vector |
Sigma |
A covariance matrix |
weight |
A vector consisting of weight value for each observation |
w.par |
A non-negative real value, the specified robustness tuning parameter |
it |
A number of iterations |
sucess |
A logical value, indicating convergence of iteration |
Author(s)
Masashi Miyamura
See Also
rob.fitConGraph
[Package
rggm version 1.0.1
Index]