CovControlSest {rrcov} | R Documentation |
This function will create a control object CovControlSest
containing the control parameters for CovSest
CovControlSest(bdp = 0.5, nsamp = 500, seed = NULL, trace = FALSE, tolSolve = 1e-13, algo = "sfast")
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
|
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 .
|
algo |
Which algorithm to use: 'sfast'=FAST-S or 'surreal'=SURREAL |
A CovControlSest
object
Valentin Todorov valentin.todorov@chello.at
## the following two statements are equivalent ctrl1 <- new("CovControlSest", bdp=0.4) ctrl2 <- CovControlSest(bdp=0.4) data(hbk) CovSest(hbk, control=ctrl1)