Class 'CovControlSde' - contains control parameters for "CovSde"
This class extends the CovControl
class
and contains the control parameters for CovSde
Objects can be created by calls of the form new("CovControlSde", ...)
or by calling the constructor-function CovControlSde
.
nsamp
a positive integer giving the number of resamples required
maxres
a positive integer specifying the maximum number of resamples to be performed including those that are discarded due to linearly dependent subsamples.
tune
a numeric value between 0 and 1 giving the fraction of
the data to receive non-zero weight. Default is tune = 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. Default is prob = 0.99
.
eps
a numeric value between 0 and 0.5 specifying the breakdown point;
used to compute nsamp
when nresamp
is omitted.
Default is eps = 0.5
.
starting value for random generator. Default is seed = NULL
.
trace
, tolSolve
:from the
"CovControl"
class.
Class "CovControl"
, directly.
signature(obj = "CovControlSde")
: ...
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("CovControlSde", nsamp=2000) ctrl2 <- CovControlSde(nsamp=2000) data(hbk) CovSde(hbk, control=ctrl1)
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