R/cross_val_pfc.R
initial_d0.Rd
computes initial value of the coefficients, beta0, and the S robust covariance as initial value of the covariance matrix delta=
initial_d0(X, aux, efficiency = 0.85)
X | data matrix |
---|---|
aux | constanst for both rho functions |
efficiency | optionally the efficiency of the univariate estimate |