Constructor function for objects of class "CovControlMrcd"
This function will create a control object CovControlMrcd
containing the control parameters for CovMrcd
CovControlMrcd(alpha = 0.5, h=NULL, maxcsteps=200, rho=NULL,
target=c("identity", "equicorrelation"), maxcond=50,
trace= FALSE)alpha |
numeric parameter controlling the size of the subsets
over which the determinant is minimized, i.e., |
h |
the size of the subset (can be between ceiling(n/2) and n).
Normally NULL and then it |
maxcsteps |
maximal number of concentration steps in the deterministic MCD; should not be reached. |
rho |
regularization parameter. Normally NULL and will be estimated from the data. |
target |
structure of the robust positive definite target matrix:
a) "identity": target matrix is diagonal matrix with robustly estimated
univariate scales on the diagonal or b) "equicorrelation": non-diagonal
target matrix that incorporates an equicorrelation structure
(see (17) in paper). Default is |
maxcond |
maximum condition number allowed
(see step 3.4 in algorithm 1). Default is |
trace |
whether to print intermediate results. Default is |
A CovControlMrcd 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("CovControlMrcd", alpha=0.75)
ctrl2 <- CovControlMrcd(alpha=0.75)
data(hbk)
CovMrcd(hbk, control=ctrl1)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.