rrcov.control {rrcov}R Documentation

Control object for the estimation parameters

Description

Useful for passing the estimation options as parameters to the estimation functions

Usage

rrcov.control(alpha=1/2, nsamp=500, seed=0, 
    print.it=FALSE, use.correction=TRUE, adjust=FALSE,
    r = 0.45, arp = 0.05, eps=1e-3, maxiter=120)

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 starting value for random generator. Default is seed = 0
print.it whether to print intermediate results. Default is print.it = 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
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

Details

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

Value

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

References

Examples


data(hbk)
data(brain)
ctrl <- rrcov.control(alpha=0.75, print.it=TRUE)
covMcd(hbk.x, control = ctrl)
covMcd(log(brain), control = ctrl)


[Package rrcov version 0.3-05 Index]