Class 'CovControlMMest' - contains control parameters for "CovMMest"
This class extends the CovControl
class
and contains the control parameters for CovMMest
Objects can be created by calls of the form new("CovControlMMest", ...)
or by calling the constructor-function CovControlMMest
.
a numeric value specifying the required
breakdown point. Allowed values are between
0.5 and 1 and the default is bdp=0.5
.
a numeric value specifying the required efficiency
for the MM estimates. Default is eff=0.95
.
an CovControlSest
object containing control parameters for the initial S-estimate.
maximum number of iterations allowed
in the computation of the MM-estimate.
Default is maxiter=50
.
trace
, tolSolve
:from the
"CovControl"
class. tolSolve
is used as
a convergence tolerance for the MM-iteration.
Class "CovControl"
, directly.
signature(obj = "CovControlMMest")
: the generic
function restimate
allowes the different methods for robust estimation to be
used polymorphically - this function will call CovMMest
passing it the control
object and will return the obtained CovRobust
object
Valentin Todorov valentin.todorov@chello.at
Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. URL http://www.jstatsoft.org/v32/i03/.
## the following two statements are equivalent ctrl1 <- new("CovControlMMest", bdp=0.25) ctrl2 <- CovControlMMest(bdp=0.25) data(hbk) CovMMest(hbk, control=ctrl1)
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