Class 'CovControlOgk' - contains control parameters for CovOgk
This class extends the CovControl class
and contains the control parameters for "CovOgk"
Objects can be created by calls of the form new("CovControlOgk", ...)
or by calling the constructor-function CovControlOgk.
number of iterations, usually 1 or 2 since iterations beyond the second do not lead to improvement.
coverage parameter for the final reweighted estimate
function for computing the robust univariate location
and dispersion - defaults to the tau scale defined in
Yohai and Zamar (1998)
function for computing robust estimate of covariance between two random vectors - defaults the one proposed by Gnanadesikan and Kettenring (1972)
A string indicating the name of the function for computing
the robust univariate location and dispersion - defaults to scaleTau2 -
the scale 'tau' function defined in Yohai and Zamar (1998)
A string indicating the name of the function for computing
robust estimate of covariance between two random vectors -
defaults to gk, the one proposed by Gnanadesikan and Kettenring (1972).
trace, tolSolve:from the
"CovControl" class.
Class "CovControl", directly.
signature(obj = "CovControlOgk"): the generic
function restimate allowes the different methods for robust estimation to be
used polymorphically - this function will call CovOgk 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("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.