CovControlMMest-class | R Documentation |
This class extends the CovControl
class
and contains the control parameters for CovMMest
Objects can be created by calls of the form new("CovControlMMest", ...)
or by calling the constructor-function CovControlMMest
.
a numeric value specifying the required
breakdown point. Allowed values are between
0.5 and 1 and the default is bdp=0.5
.
a numeric value specifying the required efficiency
for the MM estimates. Default is eff=0.95
.
an CovControlSest
object containing control parameters for the initial S-estimate.
maximum number of iterations allowed
in the computation of the MM-estimate.
Default is maxiter=50
.
trace
, tolSolve
:from the
"CovControl"
class. tolSolve
is used as
a convergence tolerance for the MM-iteration.
Class "CovControl"
, directly.
signature(obj = "CovControlMMest")
: the generic
function restimate
allowes the different methods for robust estimation to be
used polymorphically - this function will call CovMMest
passing it the control
object and will return the obtained CovRobust
object
Valentin Todorov valentin.todorov@chello.at
Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v032.i03")}.
## the following two statements are equivalent
ctrl1 <- new("CovControlMMest", bdp=0.25)
ctrl2 <- CovControlMMest(bdp=0.25)
data(hbk)
CovMMest(hbk, control=ctrl1)
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