- alpha
numeric parameter controlling the size of the subsets
over which the determinant is minimized, i.e., alpha*n
observations are used for computing the determinant. Allowed values
are between 0.5 and 1 and the default is 0.5.
- nsamp
number of subsets used for initial estimates or "best"
,
"exact"
or "deterministic"
. Default is nsamp = 500
.
For nsamp="best"
exhaustive enumeration is done, as long as the
number of trials does not exceed 5000. For "exact"
,
exhaustive enumeration will be attempted however many samples are
needed. In this case a warning message will be displayed saying
that the computation can take a very long time.
For "deterministic"
, the deterministic MCD is computed; as
proposed by Hubert et al. (2012) it starts from the \(h\) most
central observations of six (deterministic) estimators.
- scalefn
function
to compute a robust scale
estimate or character string specifying a rule determining such a
function, see rrcov.control
.
- maxcsteps
maximal number of concentration steps in the
deterministic MCD; should not be reached.
- seed
starting value for random generator. Default is seed = NULL
- trace
whether to print intermediate results. Default is trace = FALSE
- use.correction
whether to use finite sample correction factors.
Default is use.correction=TRUE