Class 'CovControlSest' - contains control parameters for "CovSest"
This class extends the CovControl class
and contains the control parameters for CovSest
Objects can be created by calls of the form new("CovControlSest", ...)
or by calling the constructor-function CovControlSest.
a numeric value specifying the required
breakdown point. Allowed values are between
(n - p)/(2 * n) and 1 and the default is bdp=0.45.
a numeric value specifying the asympthotic
rejection point (for the Rocke type S estimates),
i.e. the fraction of points receiving zero
weight (see Rocke (1996)). Default is arp=0.1.
a numeric value specifying the
relative precision of the solution of the S-estimate
(bisquare and Rocke type). Default is to eps=1e-5.
maximum number of iterations allowed
in the computation of the S-estimate (bisquare and Rocke type).
Default is maxiter=120.
the number of random subsets considered.
Default is nsamp = 500.
starting value for random generator. Default is seed = NULL.
Which algorithm to use: 'sfast'=FAST-S, 'surreal'=Ruppert's SURREAL algorithm, 'bisquare'=Bisquare S-estimation with HBDP start or 'rocke' for Rocke type S-estimates
trace, tolSolve:from the
"CovControl" class.
Class "CovControl", directly.
signature(obj = "CovControlSest"): the generic
function restimate allowes the different methods for robust estimation to be
used polymorphically - this function will call CovSest 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("CovControlSest", bdp=0.4)
ctrl2 <- CovControlSest(bdp=0.4)
data(hbk)
CovSest(hbk, control=ctrl1)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.