CovControlOgk-class: Class 'CovControlOgk' - contains control parameters for...

In rrcov: Scalable Robust Estimators with High Breakdown Point

Class 'CovControlOgk' - contains control parameters for CovOgk

Description

This class extends the CovControl class and contains the control parameters for "CovOgk"

Objects from the Class

Objects can be created by calls of the form new("CovControlOgk", ...) or by calling the constructor-function CovControlOgk.

Slots

niter

number of iterations, usually 1 or 2 since iterations beyond the second do not lead to improvement.

beta

coverage parameter for the final reweighted estimate

mrob

function for computing the robust univariate location and dispersion - defaults to the tau scale defined in Yohai and Zamar (1998)

vrob

function for computing robust estimate of covariance between two random vectors - defaults the one proposed by Gnanadesikan and Kettenring (1972)

smrob

A string indicating the name of the function for computing the robust univariate location and dispersion - defaults to scaleTau2 - the scale 'tau' function defined in Yohai and Zamar (1998)

svrob

A string indicating the name of the function for computing robust estimate of covariance between two random vectors - defaults to gk, the one proposed by Gnanadesikan and Kettenring (1972).

trace, tolSolve:

from the "CovControl" class.

Extends

Class "CovControl", directly.

Methods

restimate

signature(obj = "CovControlOgk"): the generic function restimate allowes the different methods for robust estimation to be used polymorphically - this function will call CovOgk passing it the control object and will return the obtained CovRobust object

Author(s)

Valentin Todorov [e-mail]

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("CovControlOgk", beta=0.95)
    ctrl2 <- CovControlOgk(beta=0.95)

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

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