rrcov (version 1.7-2)

CovControlMest-class: Class 'CovControlMest' - contains control parameters for "CovMest"

Description

This class extends the CovControl class and contains the control parameters for CovMest

Objects from the Class

Objects can be created by calls of the form new("CovControlMest", ...) or by calling the constructor-function CovControlMest.

Slots

r:

a numeric value specifying the required breakdown point. Allowed values are between (n - p)/(2 * n) and 1 and the default is 0.45

arp:

a numeric value specifying the asympthotic rejection point, i.e. the fraction of points receiving zero weight (see Rocke (1996)). Default is 0.05

eps:

a numeric value specifying the relative precision of the solution of the M-estimate. Defaults to 1e-3

maxiter:

maximum number of iterations allowed in the computation of the M-estimate. Defaults to 120

trace, tolSolve:

from the "CovControl" class.

Extends

Class "CovControl", directly.

Methods

restimate

signature(obj = "CovControlMest"): the generic function restimate allowes the different methods for robust estimation to be used polymorphically - this function will call CovMest passing it the control object and will return the obtained CovRobust object

Author

Valentin Todorov

References

Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1--47. tools:::Rd_expr_doi("10.18637/jss.v032.i03").

Examples

    ## the following two statements are equivalent
    ctrl1 <- new("CovControlMest", r=0.4)
    ctrl2 <- CovControlMest(r=0.4)

    data(hbk)
    CovMest(hbk, control=ctrl1)