CovControlSde-class | R Documentation |
This class extends the CovControl
class
and contains the control parameters for CovSde
Objects can be created by calls of the form new("CovControlSde", ...)
or by calling the constructor-function CovControlSde
.
nsamp
a positive integer giving the number of resamples required
maxres
a positive integer specifying the maximum number of resamples to be performed including those that are discarded due to linearly dependent subsamples.
tune
a numeric value between 0 and 1 giving the fraction of
the data to receive non-zero weight. Default is tune = 0.95
.
prob
a numeric value between 0 and 1 specifying
the probability of high breakdown point; used to compute
nsamp
when nsamp
is omitted. Default is prob = 0.99
.
eps
a numeric value between 0 and 0.5 specifying the breakdown point;
used to compute nsamp
when nresamp
is omitted.
Default is eps = 0.5
.
starting value for random generator. Default is seed = NULL
.
trace
, tolSolve
:from the
"CovControl"
class.
Class "CovControl"
, directly.
signature(obj = "CovControlSde")
: ...
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("CovControlSde", nsamp=2000)
ctrl2 <- CovControlSde(nsamp=2000)
data(hbk)
CovSde(hbk, control=ctrl1)
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