Class 'CovControlMcd' - contains control parameters for CovMcd
This class extends the CovControl class
and contains the control parameters for "CovMcd"
Objects can be created by calls of the form new("CovControlMcd", ...)
or by calling the constructor-function CovControlMcd.
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.
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.
function to compute a robust scale
estimate or character string specifying a rule determining such a
function.
maximal number of concentration steps in the deterministic MCD; should not be reached.
seed:starting value for random generator. Default is seed = NULL
use.correction: whether to use finite sample correction factors.
Default is use.correction=TRUE.
trace, tolSolve:from the
"CovControl" class.
Class "CovControl", directly.
signature(obj = "CovControlMcd"): the generic
function restimate allows the different methods for robust estimation to be
used polymorphically - this function will call CovMcd 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("CovControlMcd", alpha=0.75)
ctrl2 <- CovControlMcd(alpha=0.75)
data(hbk)
CovMcd(hbk, control=ctrl1)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.