CovControlMcd {rrcov} | R Documentation |
This function will create a control object CovControlMcd
containing the control parameters for CovMcd
CovControlMcd(alpha = 0.5, nsamp = 500, seed = NULL, trace= FALSE, use.correction = TRUE)
alpha |
numeric parameter controlling the size of the subsets
over which the determinant is minimized, i.e., alpha*n
observations are used for computing the determinant. Allowed values
are between 0.5 and 1 and the default is 0.5. |
nsamp |
number of subsets used for initial estimates or "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 |
starting value for random generator. Default is seed = NULL |
trace |
whether to print intermediate results. Default is trace = FALSE |
use.correction |
whether to use finite sample correction factors.
Default is use.correction=TRUE |
A CovControlMcd
object
Valentin Todorov valentin.todorov@chello.at
## the following two statements are equivalent ctrl1 <- new("CovControlMcd", alpha=0.75) ctrl2 <- CovControlMcd(alpha=0.75) data(hbk) CovMcd(hbk, control=ctrl1)