CovControlSde-class {rrcov} | R Documentation |
Class 'CovControlSde' - contains control parameters for "CovSde"
Description
This class extends the CovControl
class
and contains the control parameters for CovSde
Objects from the Class
Objects can be created by calls of the form new("CovControlSde", ...)
or by calling the constructor-function CovControlSde
.
Slots
nsamp
- a positive integer giving the number of resamples required
maxres
- a positive integer specifying the maximum number of
resamples to be performed including those that are discarded due to linearly
dependent subsamples.
tune = 0.95
- a numeric value between 0 and 1 giving the fraction of the data to receive non-zero weight.
prob = 0.99
- a numeric value between 0 and 1 specifying the probability of high breakdown point;
used to compute
nsamp
when nsamp
is omitted.
eps = 0.5
- a numeric value between 0 and 0.5 specifying the breakdown point;
used to compute
nsamp
when nresamp
is omitted.
- seed
- starting value for random generator.
- trace
- whether to print intermediate results.
- tolSolve
- numeric tolerance to be used for inversion (
solve
) of the covariance matrix in
mahalanobis
.
Extends
Class "CovControl"
, directly.
Methods
- restimate
signature(obj = "CovControlSde")
: ...
Author(s)
Valentin Todorov valentin.todorov@chello.at
Examples
## the following two statements are equivalent
ctrl1 <- new("CovControlSde", nsamp=2000)
ctrl2 <- CovControlSde(nsamp=2000)
data(hbk)
CovSde(hbk, control=ctrl1)
[Package
rrcov version 0.5-01
Index]