CovControlMcd {rrcov} | R Documentation |
Constructor function for objects of class "CovControlMcd"
Description
This function will create a control object CovControlMcd
containing the control parameters for CovMcd
Usage
CovControlMcd(alpha = 0.5, nsamp = 500, scalefn=NULL, maxcsteps=200,
seed = NULL, trace= FALSE, use.correction = TRUE)
Arguments
alpha |
numeric parameter controlling the size of the subsets
over which the determinant is minimized, i.e., |
nsamp |
number of subsets used for initial estimates or For |
scalefn |
|
maxcsteps |
maximal number of concentration steps in the deterministic MCD; should not be reached. |
seed |
starting value for random generator. Default is |
trace |
whether to print intermediate results. Default is |
use.correction |
whether to use finite sample correction factors.
Default is |
Value
A CovControlMcd
object
Author(s)
Valentin Todorov valentin.todorov@chello.at
References
Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. doi:10.18637/jss.v032.i03.
Examples
## the following two statements are equivalent
ctrl1 <- new("CovControlMcd", alpha=0.75)
ctrl2 <- CovControlMcd(alpha=0.75)
data(hbk)
CovMcd(hbk, control=ctrl1)