CovControlSde | R Documentation |
This function will create a control object CovControlSde
containing the control parameters for CovSde
CovControlSde(nsamp = 0, maxres = 0, tune = 0.95, eps = 0.5, prob = 0.99,
seed = NULL, trace = FALSE, tolSolve = 1e-14)
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. If |
tune |
a numeric value between 0 and 1 giving the fraction of the data to receive non-zero weight.
Defaults to |
prob |
a numeric value between 0 and 1 specifying the probability of high breakdown point;
used to compute |
eps |
a numeric value between 0 and 0.5 specifying the breakdown point;
used to compute |
seed |
starting value for random generator. Default is |
trace |
whether to print intermediate results. Default is |
tolSolve |
numeric tolerance to be used for inversion
( |
A CovControlSde
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("CovControlSde", nsamp=2000)
ctrl2 <- CovControlSde(nsamp=2000)
data(hbk)
CovSde(hbk, control=ctrl1)
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