CovControlSest | R Documentation |
This function will create a control object CovControlSest
containing the control parameters for CovSest
CovControlSest(bdp = 0.5, arp = 0.1, eps = 1e-5, maxiter = 120,
nsamp = 500, seed = NULL, trace = FALSE, tolSolve = 1e-14, method= "sfast")
bdp |
a numeric value specifying the required
breakdown point. Allowed values are between
|
arp |
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 |
eps |
a numeric value specifying the
relative precision of the solution of the S-estimate (bisquare and Rocke type).
Defaults to |
maxiter |
maximum number of iterations allowed in the computation of the S-estimate (bisquare and Rocke type). Defaults to 120. |
nsamp |
the number of random subsets considered. Default is |
seed |
starting value for random generator. Default is |
trace |
whether to print intermediate results. Default is |
tolSolve |
numeric tolerance to be used for inversion
( |
method |
Which algorithm to use: 'sfast'=FAST-S or 'surreal'=SURREAL |
A CovControlSest
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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