CovControlMve-class {rrcov} | R Documentation |
This class extends the CovControl
class
and contains the control parameters for "CovMve"
Objects can be created by calls of the form new("CovControlMve", ...)
or by calling the constructor-function CovControlMve
.
alpha
:alpha*n
observations are used for computing the determinant. Allowed values
are between 0.5 and 1 and the default is 0.5.nsamp
:"best"
or "exact"
. Default is nsamp = 500
. For
nsamp="best"
exhaustive enumeration is done, as long as the
number of trials does not exceed 5000. For "exact"
,
exhaustive enumeration will be attempted however many samples are
needed. In this case a warning message will be displayed saying
that the computation can take a very long time.seed
:seed = NULL
Class "CovControl"
, directly.
signature(obj = "CovControlMve")
: the generic
function restimate
allowes the different methods for robust estimation to be
used polymorphically - this function will call CovMve
passing it the control
object and will return the obtained CovRobust
objectValentin Todorov valentin.todorov@chello.at
## the following two statements are equivalent ctrl1 <- new("CovControlMve", alpha=0.75) ctrl2 <- CovControlMve(alpha=0.75) data(hbk) CovMve(hbk, control=ctrl1)