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rrcov

CovControlMcd

Constructor function for objects of class "CovControlMcd"

Description

This function will create a control object CovControlMcd containing the control parameters for CovMcd

Usage

CovControlMcd(alpha = 0.5, nsamp = 500, scalefn=NULL, maxcsteps=200, 
seed = NULL, trace= FALSE, use.correction = TRUE)

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", "exact" or "deterministic". 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.

For "deterministic", the deterministic MCD is computed; as proposed by Hubert et al. (2012) it starts from the h most central observations of six (deterministic) estimators.

scalefn

function to compute a robust scale estimate or character string specifying a rule determining such a function, see rrcov.control.
maxcsteps

maximal number of concentration steps in the deterministic MCD; should not be reached.
seed

starting value for random generator. Default is seed = NULL
trace

whether to print intermediate results. Default is trace = FALSE
use.correction

whether to use finite sample correction factors. Default is use.correction=TRUE

Value

A CovControlMcd object

Author(s)

References

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/.

Examples

## the following two statements are equivalent
    ctrl1 <- new("CovControlMcd", alpha=0.75)
    ctrl2 <- CovControlMcd(alpha=0.75)

    data(hbk)
    CovMcd(hbk, control=ctrl1)
rrcov

Scalable Robust Estimators with High Breakdown Point

v1.5-5
GPL (>= 2)
Authors
Valentin Todorov [aut, cre] (<https://orcid.org/0000-0003-4215-0245>)
Initial release
2020-07-31

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