CovControlSest-class {rrcov}R Documentation

Class 'CovControlSest' - contains control parameters for "CovSest"

Description

This class extends the CovControl class and contains the control parameters for CovSest

Objects from the Class

Objects can be created by calls of the form new("CovControlSest", ...) or by calling the constructor-function CovControlSest.

Slots

bdp
a numeric value specifying the required breakdown point. Allowed values are between (n - p)/(2 * n) and 1 and the default is 0.45
nsamp
the number of random subsets considered. Default is nsamp = 500.
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.
method
Which algorithm to use: 'sfast'=FAST-S or 'surreal'=SURREAL

Extends

Class "CovControl", directly.

Methods

restimate
signature(obj = "CovControlSest"): the generic function restimate allowes the different methods for robust estimation to be used polymorphically - this function will call CovSest passing it the control object and will return the obtained CovRobust object

Author(s)

Valentin Todorov valentin.todorov@chello.at

Examples

    ## the following two statements are equivalent
    ctrl1 <- new("CovControlSest", bdp=0.4)
    ctrl2 <- CovControlSest(bdp=0.4)

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


[Package rrcov version 0.5-01 Index]