CovControlSde-class {rrcov} | R Documentation |
Class 'CovControlSde' - contains control parameters for "CovSde"
Description
This class extends the CovControl
class
and contains the control parameters for CovSde
Objects from the Class
Objects can be created by calls of the form new("CovControlSde", ...)
or by calling the constructor-function CovControlSde
.
Slots
nsamp
a positive integer giving the number of resamples required
maxres
a positive integer specifying the maximum number of resamples to be performed including those that are discarded due to linearly dependent subsamples.
tune
a numeric value between 0 and 1 giving the fraction of the data to receive non-zero weight. Default is
tune = 0.95
.prob
a numeric value between 0 and 1 specifying the probability of high breakdown point; used to compute
nsamp
whennsamp
is omitted. Default isprob = 0.99
.eps
a numeric value between 0 and 0.5 specifying the breakdown point; used to compute
nsamp
whennresamp
is omitted. Default iseps = 0.5
.- seed
starting value for random generator. Default is
seed = NULL
.trace
,tolSolve
:from the
"CovControl"
class.
Extends
Class "CovControl"
, directly.
Methods
- restimate
signature(obj = "CovControlSde")
: ...
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("CovControlSde", nsamp=2000)
ctrl2 <- CovControlSde(nsamp=2000)
data(hbk)
CovSde(hbk, control=ctrl1)