Class 'CovControlMrcd' - contains control parameters for CovMrcd()
This class extends the CovControl class
and contains the control parameters for "CovMrcd"
Objects can be created by calls of the form new("CovControlMrcd", ...)
or by calling the constructor-function CovControlMrcd.
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.
the size of the subset (can be between ceiling(n/2) and n).
Normally NULL and then it h will be calculated as
h=ceiling(alpha*n). If h is provided, alpha
will be calculated as alpha=h/n.
maximal number of concentration steps in the deterministic MCD; should not be reached.
regularization parameter. Normally NULL and will be estimated from the data.
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).
maximum condition number allowed (see step 3.4 in algorithm 1).
trace, tolSolve:from the "CovControl" class.
Class "CovControl", directly.
signature(obj = "CovControlMrcd"): the generic
function restimate allows the different methods for robust estimation to be
used polymorphically - this function will call CovMrcd 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("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.