Tuning parameters for Huber Mestimation of location and scatter
Description
Obtain a list with tuning paramters for covHuber
.
Usage
1  covControl(prob = 0.95, maxIterations = 200, tol = 1e07)

Arguments
prob 
numeric; probability for the quantile of the chisquared distribution to be used as cutoff point in the Huber weight function (defaults to 0.95). 
maxIterations 
an integer giving the maximum number of iterations in the iteratively reweighted algorithm. 
tol 
a small positive numeric value to be used to determine convergence of the iteratively reweighted algorithm. 
Value
A list with components corresponding to the arguments.
Author(s)
Andreas Alfons
References
Huber, P.J. (1981) Robust statistics. John Wiley & Sons.
See Also
covHuber