CovControlMMest-class: Class 'CovControlMMest' - contains control parameters for "CovMMest"
Description
This class extends the CovControl class
and contains the control parameters for CovMMest
Arguments
Objects from the Class
Objects can be created by calls of the form new("CovControlMMest", ...)
or by calling the constructor-function CovControlMMest.
Slots
bdp
a numeric value specifying the required
breakdown point. Allowed values are between
0.5 and 1 and the default is bdp=0.5.
eff
a numeric value specifying the required efficiency
for the MM estimates. Default is eff=0.95.
sest
an CovControlSest object containing control parameters for the initial S-estimate.
maxiter
maximum number of iterations allowed
in the computation of the MM-estimate.
Default is maxiter=50.
trace, tolSolve:
from the
"CovControl" class. tolSolve is used as
a convergence tolerance for the MM-iteration.
Extends
Class "CovControl", directly.
Methods
restimate
signature(obj = "CovControlMMest"): the generic
function restimate allowes the different methods for robust estimation to be
used polymorphically - this function will call CovMMest passing it the control
object and will return the obtained CovRobust object
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").
## the following two statements are equivalent ctrl1 <- new("CovControlMMest", bdp=0.25)
ctrl2 <- CovControlMMest(bdp=0.25)
data(hbk)
CovMMest(hbk, control=ctrl1)