This class extends the CovControl
class
and contains the control parameters for "CovMcd"
Objects can be created by calls of the form new("CovControlMcd", ...)
or by calling the constructor-function CovControlMcd
.
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.
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.
function
to compute a robust scale
estimate or character string specifying a rule determining such a
function.
maximal number of concentration steps in the deterministic MCD; should not be reached.
seed
:starting value for random generator. Default is seed = NULL
use.correction
:whether to use finite sample correction factors.
Default is use.correction=TRUE
.
trace
, tolSolve
:from the
"CovControl"
class.
Class "CovControl"
, directly.
signature(obj = "CovControlMcd")
: the generic
function restimate
allows the different methods for robust estimation to be
used polymorphically - this function will call CovMcd
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. tools:::Rd_expr_doi("10.18637/jss.v032.i03").
## the following two statements are equivalent
ctrl1 <- new("CovControlMcd", alpha=0.75)
ctrl2 <- CovControlMcd(alpha=0.75)
data(hbk)
CovMcd(hbk, control=ctrl1)
Run the code above in your browser using DataLab