CovControlMest {rrcov} | R Documentation |
This function will create a control object CovControlMest
containing the control parameters for CovMest
CovControlMest(r = 0.45, arp = 0.05, eps = 0.001, maxiter = 120)
r |
a numeric value specifying the required
breakdown point. Allowed values are between
(n - p)/(2 * n) and 1 and the default is 0.45 |
arp |
a numeric value specifying the asympthotic
rejection point, i.e. the fraction of points receiving zero
weight (see Rocke (1996)). Default is 0.05 |
eps |
a numeric value specifying the
relative precision of the solution of the M-estimate.
Defaults to 1e-3 |
maxiter |
maximum number of iterations allowed in the computation of the M-estimate. Defaults to 120 |
A CovControlMest
object
Valentin Todorov valentin.todorov@chello.at
## the following two statements are equivalent ctrl1 <- new("CovControlMest", r=0.4) ctrl2 <- CovControlMest(r=0.4) data(hbk) CovMest(hbk, control=ctrl1)