Description Usage Arguments Details Value Examples
Useful for passing the estimation options as parameters to the estimation functions
1 2 3 |
alpha |
This parameter controls the size of the subsets over
which the determinant is minimized, i.e. |
nsamp |
number of subsets used for initial estimates or |
seed |
starting value for random generator. Default is |
tolSolve |
numeric tolerance to be used for inversion
( |
trace |
whether to print intermediate results. Default is |
use.correction |
whether to use finite sample correction factors. Default is |
adjust |
whether to perform intercept adjustment at each step. This could be quite
time consuming, therefore the default is |
r |
M-estimates: breakdown point, i.e. the fraction of contaminated data. The default is 0.45 |
arp |
M-estimates: asypmthotic rejection point, i.e. the fraction of points receiving zero weights. The default is 0.001 |
eps |
M-estimates: the relaive precision of the solution. The default is 1e-3 |
maxiter |
M-estimates: maximum number of iterations for the computation of the M-estimates. The default is 120 |
For details about the estimation options see the corresponding estimation functions.
A list with components, as the parameters passed by the invocation
1 2 3 4 5 6 7 8 | data(Animals, package = "MASS")
brain <- Animals[c(1:24, 26:25, 27:28),]
data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
ctrl <- rrcov.control(alpha=0.75, trace=TRUE)
covMcd(hbk.x, control = ctrl)
covMcd(log(brain), control = ctrl)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.