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"
or "exact". 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.
seed
starting value for random generator. Default is seed = NULL
trace
whether to print intermediate results. Default is trace = FALSE
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("CovControlMve", alpha=0.75)
ctrl2 <- CovControlMve(alpha=0.75)
data(hbk)
CovMve(hbk, control=ctrl1)