VarRob                 package:amap                 R Documentation

_R_o_b_u_s_t _v_a_r_i_a_n_c_e

_D_e_s_c_r_i_p_t_i_o_n:

     Compute a robust variance

_U_s_a_g_e:

     varrob(x,h,D=NULL,kernel="gaussien")
     varrobsansC(x,h,D=NULL,kernel="gaussien")

_A_r_g_u_m_e_n_t_s:

       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

_D_e_t_a_i_l_s:

     'U' compute robust variance. 1/Un = 1/Sn - 1 / (h Vn)


                           S: see latex doc


     with mu_n estimator of the mean.

     'K' compute a kernel.

_V_a_l_u_e:

     A matrix

_A_u_t_h_o_r(_s):

     Antoine Lucas, <URL:
     http://mulcyber.toulouse.inra.fr/projects/amap/>

_R_e_f_e_r_e_n_c_e_s:

     H. Caussinus, S. Hakam, A. Ruiz-Gazen Projections rvlatrices
     contrles: groupements et structures diverses. 2002, to appear in
     Rev. Statist. Appli.

_S_e_e _A_l_s_o:

     acp princomp

