CovControlMMest-class: Class 'CovControlMMest' - contains control parameters for...
In armstrtw/rrcov: Scalable Robust Estimators with High Breakdown Point

Description Objects from the Class Slots Extends Methods Author(s) References Examples

This class extends the CovControl class and contains the control parameters for CovMMest

Objects can be created by calls of the form new("CovControlMMest", ...) or by calling the constructor-function CovControlMMest.

bdp: a numeric value specifying the required breakdown point. Allowed values are between 0.5 and 1 and the default is bdp=0.5.
eff: a numeric value specifying the required efficiency for the MM estimates. Default is eff=0.95.
sest: an CovControlSest object containing control parameters for the initial S-estimate.
maxiter: maximum number of iterations allowed in the computation of the MM-estimate. Default is maxiter=50.
trace, tolSolve:: from the "CovControl" class. tolSolve is used as a convergence tolerance for the MM-iteration.

Class "CovControl", directly.

restimate: signature(obj = "CovControlMMest"): the generic function restimate allowes the different methods for robust estimation to be used polymorphically - this function will call CovMMest 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. URL http://www.jstatsoft.org/v32/i03/.

    ## the following two statements are equivalent
    ctrl1 <- new("CovControlMMest", bdp=0.25)
    ctrl2 <- CovControlMMest(bdp=0.25)

    data(hbk)
    CovMMest(hbk, control=ctrl1)