CovControlOgk-class {rrcov}R Documentation

Class 'CovControlOgk' - contains control parameters for CovOgk

Description

This class extends the CovControl class and contains the control parameters for "CovOgk"

Objects from the Class

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

Slots

niter
number of iterations, usually 1 or 2 since iterations beyond the second do not lead to improvement.
beta
coverage parameter for the final reweighted estimate
mrob
function for computing the robust univariate location and dispersion - defaults to the tau scale defined in Yohai and Zamar (1998)
vrob
function for computing robust estimate of covariance between two random vectors - defaults the one proposed by Gnanadesikan and Kettenring (1972)

Extends

Class "CovControl", directly.

Methods

restimate
signature(obj = "CovControlOgk"): the generic function restimate allowes the different methods for robust estimation to be used polymorphically - this function will call CovOgk 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("CovControlOgk", beta=0.95)
    ctrl2 <- CovControlOgk(beta=0.95)

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

[Package rrcov version 0.5-01 Index]