CovControlOgk-class: Class 'CovControlOgk' - contains control parameters for CovOgk
Description
This class extends the CovControl class
and contains the control parameters for "CovOgk"
Arguments
Objects from the Class
Objects can be created by calls of the form new("CovControlOgk", ...)
or by calling the constructor-function CovControlOgk.
Slots
niter
number of iterations, usually 1 or 2 since iterations
beyond the second do not lead to improvement.
beta
coverage parameter for the final reweighted estimate
mrob
function for computing the robust univariate location
and dispersion - defaults to the tau scale defined in
Yohai and Zamar (1998)
vrob
function for computing robust estimate
of covariance between two random vectors - defaults the one proposed by
Gnanadesikan and Kettenring (1972)
smrob
A string indicating the name of the function for computing
the robust univariate location and dispersion - defaults to scaleTau2 -
the scale 'tau' function defined in Yohai and Zamar (1998)
svrob
A string indicating the name of the function for computing
robust estimate of covariance between two random vectors -
defaults to gk, the one proposed by Gnanadesikan and Kettenring (1972).
trace, tolSolve:
from the
"CovControl" class.
Extends
Class "CovControl", directly.
Methods
restimate
signature(obj = "CovControlOgk"): the generic
function restimate allowes the different methods for robust estimation to be
used polymorphically - this function will call CovOgk 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("CovControlOgk", beta=0.95)
ctrl2 <- CovControlOgk(beta=0.95)
data(hbk)
CovOgk(hbk, control=ctrl1)