rrcov.control {rrcov} | R Documentation |
Useful for passing the estimation options as parameters to the estimation functions
rrcov.control(alpha=1/2, nsamp=500, seed=0, print.it=FALSE, adjust=FALSE)
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. Default is nsamp = 500 |
seed |
starting value for random generator. Default is seed = 0 |
print.it |
whether to print intermediate results. Default is print.it = FALSE |
adjust |
whether to perform intercept adjustment at each step. This could be quite
time consuming, therefore the default is adjust = FALSE |
For details about the estimation options see the corresponding estimation functions.
A list with components, as the parameters passed by the invocation
data(hbk) data(brain) ctrl <- rrcov.control(alpha=0.75, print.it=TRUE) covMcd(hbk.x, control = ctrl) covMcd(log(brain), control = ctrl)