CovControlMest-class {rrcov} | R Documentation |
This class extends the CovControl
class
and contains the control parameters for CovMest
Objects can be created by calls of the form new("CovControlMest", ...)
or by calling the constructor-function CovControlMest
.
r
:(n - p)/(2 * n)
and 1 and the default is 0.45arp
:0.05
eps
:1e-3
maxiter
:trace
, tolSolve
:"CovControl"
class.
Class "CovControl"
, directly.
signature(obj = "CovControlMest")
: the generic
function restimate
allowes the different methods for robust estimation to be
used polymorphically - this function will call CovMest
passing it the control
object and will return the obtained CovRobust
objectValentin Todorov valentin.todorov@chello.at
Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. URL http://www.jstatsoft.org/v32/i03/.
## the following two statements are equivalent ctrl1 <- new("CovControlMest", r=0.4) ctrl2 <- CovControlMest(r=0.4) data(hbk) CovMest(hbk, control=ctrl1)