Constructor function for objects of class "CovControlOgk"
This function will create a control object CovControlOgk
containing the control parameters for CovOgk
CovControlOgk(niter = 2, beta = 0.9, mrob = NULL, vrob = .vrobGK, smrob = "scaleTau2", svrob = "gk")
niter |
number of iterations, usually 1 or 2 since iterations beyond the second do not lead to improvement. |
beta |
coverage parameter for the final reweighted estimate |
mrob |
function for computing the robust univariate location
and dispersion - one could use the |
vrob |
function for computing robust estimate
of covariance between two random vectors - one could use the function
proposed by Gnanadesikan and Kettenring (1972), see
|
smrob |
a string indicating the name of the function for computing
the robust univariate location and dispersion - defaults to
|
svrob |
a string indicating the name of the function for computing
robust estimate of covariance between two random vectors - defaults |
If the user does not specify a scale and covariance function to be used in
the computations or specifies one by using the arguments smrob and svrob
(i.e. the names of the functions as strings), a native code written in C will be called which
is by far faster than the R version.
If the arguments mrob and vrob are not NULL, the specified functions
will be used via the pure R implementation of the algorithm. This could be quite slow.
A CovControlOgk object
Valentin Todorov valentin.todorov@chello.at
Maronna, R.A. and Zamar, R.H. (2002) Robust estimates of location and dispersion of high-dimensional datasets; Technometrics 44(4), 307–317.
Yohai, R.A. and Zamar, R.H. (1998) High breakdown point estimates of regression by means of the minimization of efficient scale JASA 86, 403–413.
Gnanadesikan, R. and John R. Kettenring (1972) Robust estimates, residuals, and outlier detection with multiresponse data. Biometrics 28, 81–124.
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("CovControlOgk", beta=0.95)
ctrl2 <- CovControlOgk(beta=0.95)
data(hbk)
CovOgk(hbk, control=ctrl1)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.