CovControlSde-class {rrcov}

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 when nsamp is omitted. Default is prob = 0.99.

eps

a numeric value between 0 and 0.5 specifying the breakdown point; used to compute nsamp when nresamp is omitted. Default is eps = 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 [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("CovControlSde", nsamp=2000)
    ctrl2 <- CovControlSde(nsamp=2000)

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