Class 'CovControlMest' - contains control parameters for "CovMest"
This class extends the CovControl class
and contains the control parameters for CovMest
Objects can be created by calls of the form new("CovControlMest", ...)
or by calling the constructor-function CovControlMest.
r:a numeric value specifying the required
breakdown point. Allowed values are between
(n - p)/(2 * n) and 1 and the default is 0.45
arp:a numeric value specifying the asympthotic
rejection point, i.e. the fraction of points receiving zero
weight (see Rocke (1996)). Default is 0.05
eps:a numeric value specifying the
relative precision of the solution of the M-estimate.
Defaults to 1e-3
maxiter:maximum number of iterations allowed in the computation of the M-estimate. Defaults to 120
trace, tolSolve:from the
"CovControl" class.
Class "CovControl", directly.
signature(obj = "CovControlMest"): the generic
function restimate allowes the different methods for robust estimation to be
used polymorphically - this function will call CovMest 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("CovControlMest", r=0.4)
ctrl2 <- CovControlMest(r=0.4)
data(hbk)
CovMest(hbk, control=ctrl1)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.