CovControlMve {rrcov}

Constructor function for objects of class "CovControlMve"

Description

This function will create a control object CovControlMve containing the control parameters for CovMve

Usage

CovControlMve(alpha = 0.5, nsamp = 500, seed = NULL, trace= FALSE)

Arguments

alpha

numeric parameter controlling the size of the subsets over which the determinant is minimized, i.e., alpha*n observations are used for computing the determinant. Allowed values are between 0.5 and 1 and the default is 0.5.

nsamp

number of subsets used for initial estimates or "best" or "exact". Default is nsamp = 500. For nsamp="best" exhaustive enumeration is done, as long as the number of trials does not exceed 5000. For "exact", exhaustive enumeration will be attempted however many samples are needed. In this case a warning message will be displayed saying that the computation can take a very long time.

seed

starting value for random generator. Default is seed = NULL

trace

whether to print intermediate results. Default is trace = FALSE

Value

A CovControlMve object

Author(s)

Valentin Todorov [e-mail]

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("CovControlMve", alpha=0.75)
    ctrl2 <- CovControlMve(alpha=0.75)

    data(hbk)
    CovMve(hbk, control=ctrl1)