CovControlMest-class | R Documentation |
This class extends the CovControl
class
and contains the control parameters for CovMest
Objects can be created by calls of the form new("CovControlMest", ...)
or by calling the constructor-function CovControlMest
.
r
:a numeric value specifying the required
breakdown point. Allowed values are between
(n - p)/(2 * n)
and 1 and the default is 0.45
arp
:a numeric value specifying the asympthotic
rejection point, i.e. the fraction of points receiving zero
weight (see Rocke (1996)). Default is 0.05
eps
:a numeric value specifying the
relative precision of the solution of the M-estimate.
Defaults to 1e-3
maxiter
:maximum number of iterations allowed in the computation of the M-estimate. Defaults to 120
trace
, tolSolve
:from the
"CovControl"
class.
Class "CovControl"
, directly.
signature(obj = "CovControlMest")
: the generic
function restimate
allowes the different methods for robust estimation to be
used polymorphically - this function will call CovMest
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("CovControlMest", r=0.4)
ctrl2 <- CovControlMest(r=0.4)
data(hbk)
CovMest(hbk, control=ctrl1)
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