CovControlMve-class | R Documentation |
This class extends the CovControl
class
and contains the control parameters for "CovMve"
Objects can be created by calls of the form new("CovControlMve", ...)
or by calling the constructor-function CovControlMve
.
alpha
:numeric parameter controlling the size of the subsets
over which the determinant is minimized, i.e., alpha*n
observations are used for computing the determinant. Allowed values
are between 0.5 and 1 and the default is 0.5.
nsamp
: number of subsets used for initial estimates or "best"
or "exact"
. Default is nsamp = 500
. For
nsamp="best"
exhaustive enumeration is done, as long as the
number of trials does not exceed 5000. For "exact"
,
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.
seed
:starting value for random generator. Default is seed = NULL
trace
, tolSolve
:from the
"CovControl"
class.
Class "CovControl"
, directly.
signature(obj = "CovControlMve")
: the generic
function restimate
allowes the different methods for robust estimation to be
used polymorphically - this function will call CovMve
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("CovControlMve", alpha=0.75)
ctrl2 <- CovControlMve(alpha=0.75)
data(hbk)
CovMve(hbk, control=ctrl1)
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