robust: covRob.control – R documentation

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covRob.control

Control Parameters for Robust Covariance Estimation

Description

This function is used to create a list of control parameters for the underlying robust estimator used in the covRob function.

Usage

covRob.control(estim, ...)

Arguments

`estim`	a character vector of length one giving the name of the estimator to generate the control parameters for.
`...`	control parameters appropriate for the robust estimator specified in `estim` in the form `name = value` and separated by commas. Omitted parameters receive their default values.

Details

The control parameters are estimator specific. Information on the control parameters (and their default values) can be found in the help files of each of the robust covariance estimators.

Value

a list of control parameters appropriate for the robust estimator given in estim. The value of estim occupies the first element of the list.

Examples

mcd.control <- covRob.control("mcd", quan = 0.75, ntrial = 1000)

  ds.control <- covRob.control("donostah", prob = 0.95)

  qc.control <- covRob.control("pairwiseqc")

robust

Port of the S+ "Robust Library"

v0.5-0.0

GPL-2

Authors

Jiahui Wang, Ruben Zamar <ruben@stat.ubc.ca>, Alfio Marazzi <Alfio.Marazzi@inst.hospvd.ch>, Victor Yohai <vyohai@dm.uba.ar>, Matias Salibian-Barrera <matias@stat.ubc.ca>, Ricardo Maronna <maron@mate.unlp.edu.ar>, Eric Zivot <ezivot@u.washington.edu>, David Rocke <dmrocke@ucdavis.edu>, Doug Martin, Martin Maechler <maechler@stat.math.ethz.ch>, Kjell Konis <kjell.konis@me.com>.

Initial release

2020-03-07