cov.bacon: Blocked Adaptive Computationally-Efficient Outlier Nominators

In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

Description

Intended only for use as an initial estimator for more robust covariance estimates.

Usage

cov.bacon(
  x,
  collect = 4,
  center0 = c("SpatialMedian", "Medians"),
  maxiter = 500
)

Arguments

x	a data frame or matrix of numeric covariates
collect	numeric factor chosen by the user to define the size of the initial subset (p * collect)
center0	the initial estimate of the multivariate center. defaults to "SpatialMedian". The other option is "Medians" which uses the componentwise medians (column univariate medians).
maxiter

Value

a list

abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.