CovControlMcd: Constructor function for objects of class "CovControlMcd"
This function will create a control object
containing the control parameters for
(alpha = 0.5, nsamp = 500, scalefn=, maxcsteps=200,
seed = , = , use.correction = )
numeric parameter controlling the size of the subsets
over which the determinant is minimized, i.e.,
observations are used for computing the determinant. Allowed values
are between 0.5 and 1 and the default is 0.5.
number of subsets used for initial estimates or
"deterministic". Default is
nsamp = 500.
nsamp="best" exhaustive enumeration is done, as long as the
number of trials does not exceed 5000. For
exhaustive enumeration will be attempted however many samples are
needed. In this case a warning message will be displayed saying
that the computation can take a very long time.
"deterministic", the deterministic MCD is computed; as
proposed by Hubert et al. (2012) it starts from the h most
central observations of six (deterministic) estimators.
function to compute a robust scale
estimate or character string specifying a rule determining such a
maximal number of concentration steps in the
deterministic MCD; should not be reached.
starting value for random generator. Default is
seed = NULL
whether to print intermediate results. Default is
trace = FALSE
whether to use finite sample correction factors.
Valentin Todorov email@example.com
Todorov V & Filzmoser P (2009),
An Object Oriented Framework for Robust Multivariate Analysis.
Journal of Statistical Software, 32(3), 1–47.
## the following two statements are equivalent
ctrl1 <- ("CovControlMcd", alpha=0.75)
ctrl2 <- (alpha=0.75)