CovControlMest-class {rrcov} | R Documentation |
Class 'CovControlMest' - contains control parameters for "CovMest"
Description
This class extends the CovControl
class
and contains the control parameters for CovMest
Objects from the Class
Objects can be created by calls of the form new("CovControlMest", ...)
or by calling the constructor-function CovControlMest
.
Slots
r
:a numeric value specifying the required breakdown point. Allowed values are between
(n - p)/(2 * n)
and 1 and the default is 0.45arp
:a numeric value specifying the asympthotic rejection point, i.e. the fraction of points receiving zero weight (see Rocke (1996)). Default is
0.05
eps
:a numeric value specifying the relative precision of the solution of the M-estimate. Defaults to
1e-3
maxiter
:maximum number of iterations allowed in the computation of the M-estimate. Defaults to 120
trace
,tolSolve
:from the
"CovControl"
class.
Extends
Class "CovControl"
, directly.
Methods
- restimate
signature(obj = "CovControlMest")
: the generic functionrestimate
allowes the different methods for robust estimation to be used polymorphically - this function will callCovMest
passing it the control object and will return the obtainedCovRobust
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("CovControlMest", r=0.4)
ctrl2 <- CovControlMest(r=0.4)
data(hbk)
CovMest(hbk, control=ctrl1)