a numeric value specifying the required
breakdown point. Allowed values are between
(n - p)/(2 * n) and 1 and the default is 0.45
arp
a numeric value specifying the asympthotic
rejection point (for the Rocke type S estimates),
i.e. the fraction of points receiving zero
weight (see Rocke (1996)). Default is 0.1
eps
a numeric value specifying the
relative precision of the solution of the S-estimate (bisquare and Rocke type).
Defaults to 1e-5.
maxiter
maximum number of iterations allowed
in the computation of the S-estimate (bisquare and Rocke type).
Defaults to 120.
nsamp
the number of random subsets considered. Default is nsamp = 500.
seed
starting value for random generator. Default is seed = NULL.
trace
whether to print intermediate results. Default is trace = FALSE.
tolSolve
numeric tolerance to be used for inversion
(solve) of the covariance matrix in
mahalanobis.
method
Which algorithm to use: 'sfast'=FAST-S or 'surreal'=SURREAL
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("CovControlSest", bdp=0.4)
ctrl2 <- CovControlSest(bdp=0.4)
data(hbk)
CovSest(hbk, control=ctrl1)