CovControlSest-class | R Documentation |
This class extends the CovControl
class
and contains the control parameters for CovSest
Objects can be created by calls of the form new("CovControlSest", ...)
or by calling the constructor-function CovControlSest
.
a numeric value specifying the required
breakdown point. Allowed values are between
(n - p)/(2 * n)
and 1 and the default is bdp=0.45
.
a numeric value specifying the asympthotic
rejection point (for the Rocke type S estimates),
i.e. the fraction of points receiving zero
weight (see Rocke (1996)). Default is arp=0.1
.
a numeric value specifying the
relative precision of the solution of the S-estimate
(bisquare and Rocke type). Default is to eps=1e-5
.
maximum number of iterations allowed
in the computation of the S-estimate (bisquare and Rocke type).
Default is maxiter=120
.
the number of random subsets considered.
Default is nsamp = 500
.
starting value for random generator. Default is seed = NULL
.
Which algorithm to use: 'sfast'=FAST-S, 'surreal'=Ruppert's SURREAL algorithm, 'bisquare'=Bisquare S-estimation with HBDP start or 'rocke' for Rocke type S-estimates
trace
, tolSolve
:from the
"CovControl"
class.
Class "CovControl"
, directly.
signature(obj = "CovControlSest")
: the generic
function restimate
allowes the different methods for robust estimation to be
used polymorphically - this function will call CovSest
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("CovControlSest", bdp=0.4)
ctrl2 <- CovControlSest(bdp=0.4)
data(hbk)
CovSest(hbk, control=ctrl1)
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