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]