CovControlOgk {rrcov}R Documentation

Constructor function for objects of class "CovControlOgk"

Description

This function will create a control object CovControlOgk containing the control parameters for CovOgk

Usage

CovControlOgk(niter = 2, beta = 0.9, mrob = rrcov:::.mrobTau, vrob = rrcov:::.vrobGK)

Arguments

niter number of iterations, usually 1 or 2 since iterations beyond the second do not lead to improvement.
beta coverage parameter for the final reweighted estimate
mrob function for computing the robust univariate location and dispersion - defaults to the tau scale defined in Yohai and Zamar (1998)
vrob function for computing robust estimate of covariance between two random vectors - defaults the one proposed by Gnanadesikan and Kettenring (1972)

Value

A CovControlMcd object

Author(s)

Valentin Todorov valentin.todorov@chello.at

References

Maronna, R.A. and Zamar, R.H. (2002) Robust estimates of location and dispersion of high-dimensional datasets; Technometrics 44(4), 307–317.

Yohai, R.A. and Zamar, R.H. (1998) High breakdown point estimates of regression by means of the minimization of efficient scale JASA 86, 403–413.

Gnanadesikan, R. and John R. Kettenring (1972) Robust estimates, residuals, and outlier detection with multiresponse data. Biometrics 28, 81–124.

Examples

    ## the following two statements are equivalent
    ctrl1 <- new("CovControlOgk", beta=0.95)
    ctrl2 <- CovControlOgk(beta=0.95)

    data(hbk)
    CovOgk(hbk, control=ctrl1)    

[Package rrcov version 0.4-01 Index]