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rrcov

CovControlSde

Constructor function for objects of class "CovControlSde"

Description

This function will create a control object CovControlSde containing the control parameters for CovSde

Usage

CovControlSde(nsamp = 0, maxres = 0, tune = 0.95, eps = 0.5, prob = 0.99,
    seed = NULL, trace = FALSE, tolSolve = 1e-14)

Arguments

nsamp

a positive integer giving the number of resamples required; nsamp may not be reached if too many of the p-subsamples, chosen out of the observed vectors, are in a hyperplane. If nsamp = 0 all possible subsamples are taken. If nsamp is omitted, it is calculated to provide a breakdown point of eps with probability prob.
maxres

a positive integer specifying the maximum number of resamples to be performed including those that are discarded due to linearly dependent subsamples. If maxres is omitted it will be set to 2 times nsamp.
tune

a numeric value between 0 and 1 giving the fraction of the data to receive non-zero weight. Defaults to 0.95.

prob

a numeric value between 0 and 1 specifying the probability of high breakdown point; used to compute nsamp when nsamp is omitted. Defaults to 0.99.

eps

a numeric value between 0 and 0.5 specifying the breakdown point; used to compute nsamp when nresamp is omitted. Defaults to 0.5.

seed

starting value for random generator. Default is seed = NULL.
trace

whether to print intermediate results. Default is trace = FALSE.

tolSolve

numeric tolerance to be used for inversion (solve) of the covariance matrix in mahalanobis.

Value

A CovControlSde object.

Author(s)

References

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/.

Examples

## the following two statements are equivalent
    ctrl1 <- new("CovControlSde", nsamp=2000)
    ctrl2 <- CovControlSde(nsamp=2000)

    data(hbk)
    CovSde(hbk, control=ctrl1)
rrcov

Scalable Robust Estimators with High Breakdown Point

v1.5-5
GPL (>= 2)
Authors
Valentin Todorov [aut, cre] (<https://orcid.org/0000-0003-4215-0245>)
Initial release
2020-07-31

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