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, 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. 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

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 0.2-10 Index]