covRob.control: Control Parameters for Robust Covariance Estimation

In robust: Port of the S+ "Robust Library"

Control Parameters for Robust Covariance Estimation

Description

This function is used to create a list of control parameters for the underlying robust estimator used in the covRob function.

Usage

  covRob.control(estim, ...)

Arguments

estim	a character vector of length one giving the name of the estimator to generate the control parameters for.
...	control parameters appropriate for the robust estimator specified in estim in the form name = value and separated by commas. Omitted parameters receive their default values.

Details

The control parameters are estimator specific. Information on the control parameters (and their default values) can be found in the help files of each of the robust covariance estimators.

Value

a list of control parameters appropriate for the robust estimator given in estim. The value of estim occupies the first element of the list.

See Also

This function is a utility function for covRob.<br>

The underlying robust estimators are: CovSde, covMcd and CovOgk. Power-users should consider calling these functions directly.

Examples

  mcd.control <- covRob.control("mcd", quan = 0.75, ntrial = 1000)

  ds.control <- covRob.control("donostah", prob = 0.95)

  qc.control <- covRob.control("pairwiseqc")

robust documentation built on July 9, 2023, 6:14 p.m.