VarRob {amap} | R Documentation |
Compute a robust variance
varrob(x,h,D=NULL,kernel="gaussien")
x |
Matrix / data frame |
h |
Scalar: bandwidth of the Kernel |
kernel |
The kernel used. This must be one of '"gaussien"', '"quartic"', '"triweight"', '"epanechikov"' , '"cosinus"' or '"uniform"' |
D |
A product scalar matrix / une matrice de produit scalaire |
U
compute robust variance. 1/Un
= 1/Sn - 1 / (h Vn)
S: see latex doc
with μ_n estimator of the mean.
K
compute a kernel.
A matrix
Antoine Lucas
H. Caussinus, S. Hakam, A. Ruiz-Gazen Projections r\'ev\'elatrices contr\^ol\'ees: groupements et structures diverses. 2002, to appear in Rev. Statist. Appli.