x2weight.covMcd {ssmrob} | R Documentation |
Auxiliary function. Computation of the leverage weights based on robust Mahalanobis distance. For computation of location and scatter the MCD method is used.
x2weight.covMcd(xMat)
xMat |
matrix of explanatory variables |
vector of weights
Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti