CovControlSde {rrcov} | R Documentation |
This function will create a control object CovControlSde
containing the control parameters for CovSde
CovControlSde(nsamp = 0, maxres = 0, tune = 0.95, eps = 0.5, prob = 0.99, seed = NULL, trace = FALSE, tolSolve = 1e-13)
nsamp |
a positive integer giving the number of resamples required;
nsamp may not be reached if too many of the p -subsamples,
chosen out of the observed vectors, are in a hyperplane.
If nsamp = 0 all possible subsamples are taken.
If nsamp is omitted, it is calculated to provide a breakdown point
of eps with probability prob . |
maxres |
a positive integer specifying the maximum number of
resamples to be performed including those that are discarded due to linearly
dependent subsamples. If maxres is omitted it will be set to 2 times nsamp . |
tune |
a numeric value between 0 and 1 giving the fraction of the data to receive non-zero weight.
Defaults to 0.95 . |
prob |
a numeric value between 0 and 1 specifying the probability of high breakdown point;
used to compute nsamp when nsamp is omitted. Defaults to 0.99 . |
eps |
a numeric value between 0 and 0.5 specifying the breakdown point;
used to compute nsamp when nresamp is omitted. Defaults to 0.5 . |
seed |
starting value for random generator. Default is seed = NULL . |
trace |
whether to print intermediate results. Default is trace = FALSE . |
tolSolve |
numeric tolerance to be used for inversion
(solve ) of the covariance matrix in
mahalanobis . |
A CovControlSde
object.
Valentin Todorov valentin.todorov@chello.at
## the following two statements are equivalent ctrl1 <- new("CovControlSde", nsamp=2000) ctrl2 <- CovControlSde(nsamp=2000) data(hbk) CovSde(hbk, control=ctrl1)