CovControlMMest: Constructor function for objects of class "CovControlMMest"
In rrcov: Scalable Robust Estimators with High Breakdown Point

CovControlMMest

R Documentation

Constructor function for objects of class "CovControlMMest"

Description

This function will create a control object CovControlMMest containing the control parameters for CovMMest

Usage

    CovControlMMest(bdp = 0.5, eff=0.95, maxiter = 50, sest=CovControlSest(),
        trace = FALSE, tolSolve = 1e-7)

Arguments

`bdp`	a numeric value specifying the required breakdown point. Allowed values are between 0.5 and 1 and the default is 0.5
`eff`	a numeric value specifying the required efficiency for the MM estimates. Default is `eff=0.95`.
`sest`	an `CovControlSest` object containing control parameters for the initial S-estimate.
`maxiter`	maximum number of iterations allowed in the computation of the MM-estimate. Defaults to 150.
`trace`	whether to print intermediate results. Default is `trace = FALSE`.
`tolSolve`	numeric tolerance to be used as a convergence tolerance for the MM-iteration.

Value

A CovControlSest object.

Author(s)

Valentin Todorov valentin.todorov@chello.at

References

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")}.

Examples

   ## the following two statements are equivalent
    ctrl1 <- new("CovControlMMest", bdp=0.25)
    ctrl2 <- CovControlMMest(bdp=0.25)

    data(hbk)
    CovMMest(hbk, control=ctrl1)

rrcov documentation built on May 29, 2024, 1:13 a.m.