CovControlSest {rrcov}R Documentation

Constructor function for objects of class "CovControlSest"

Description

This function will create a control object CovControlSest containing the control parameters for CovSest

Usage

    CovControlSest(bdp = 0.5, arp = 0.1, eps = 1e-5, maxiter = 120, 
        nsamp = 500, seed = NULL, trace = FALSE, tolSolve = 1e-13, method= "sfast")

Arguments

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
arp a numeric value specifying the asympthotic rejection point (for the Rocke type S estimates), i.e. the fraction of points receiving zero weight (see Rocke (1996)). Default is 0.1
eps a numeric value specifying the relative precision of the solution of the S-estimate (bisquare and Rocke type). Defaults to 1e-5.
maxiter maximum number of iterations allowed in the computation of the S-estimate (bisquare and Rocke type). Defaults to 120.
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

Value

A CovControlSest 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]