- bdp
a numeric value specifying the required
breakdown point. Allowed values are between
(n - p)/(2 * n)
and 1 and the default is bdp=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 arp=0.1
.
- eps
a numeric value specifying the
relative precision of the solution of the S-estimate
(bisquare and Rocke type). Default is to eps=1e-5
.
- maxiter
maximum number of iterations allowed
in the computation of the S-estimate (bisquare and Rocke type).
Default is maxiter=120
.
- nsamp
the number of random subsets considered.
Default is nsamp = 500
.
- seed
starting value for random generator. Default is seed = NULL
.
- method
Which algorithm to use: 'sfast'=FAST-S, 'surreal'=Ruppert's SURREAL algorithm,
'bisquare'=Bisquare S-estimation with HBDP start or 'rocke' for Rocke type S-estimates
trace
, tolSolve
:
from the
"CovControl"
class.