rrcov.control {robustbase}R Documentation

Control object for the estimation parameters

Description

Auxilary function for passing the estimation options as parameters to the estimation functions.

NOTE: The name WILL change !!!!

Usage

rrcov.control(alpha = 1/2, nsamp = 500, seed = NULL, trace = FALSE,
              use.correction = TRUE, adjust = FALSE)

Arguments

alpha This parameter controls the size of the subsets over which the determinant is minimized, i.e., alpha*n observations are used for computing the determinant. Allowed values are between 0.5 and 1 and the default is 0.5.
nsamp number of subsets used for initial estimates or "best" or "exact". Default is nsamp = 500. If nsamp="best" exhaustive enumeration is done, as far as the number of trials do not exceed 5000. If nsamp="exact" exhaustive enumeration will be attempted however many samples are needed. In this case a warning message will be displayed saying that the computation can take a very long time.
seed initial seed for R's random number generator; see .Random.seed and the description of the seed argument in lmrob.control.
trace whether to print intermediate results. Default is trace = FALSE
use.correction whether to use finite sample correction factors. Default is use.correction=TRUE
adjust whether to perform intercept adjustment at each step. This could be quite time consuming, therefore the default is adjust = FALSE

Details

For details about the estimation options see the corresponding estimation functions.

Value

A list with components, as the parameters passed by the invocation

Author(s)

Valentin Todorov

Examples

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)

[Package robustbase version 0.2-3 Index]