This function will create a control object <code>CovControlMcd</code>
 containing the control parameters for <code>CovMcd</code>

CovControlMcd

Robust Location and Scatter Estimation and Robust
Multivariate Analysis with High Breakdown Point:
principal component analysis (Filzmoser and Todorov (2013), <doi:10.1016/j.ins.2012.10.017>),
linear and quadratic discriminant analysis (Todorov and Pires (2007)),
multivariate tests (Todorov and Filzmoser (2010) <doi:10.1016/j.csda.2009.08.015>),
outlier detection (Todorov et al. (2010) <doi:10.1007/s11634-010-0075-2>).
See also Todorov and Filzmoser (2009) <urn:isbn:978-3838108148>,
Todorov and Filzmoser (2010) <doi:10.18637/jss.v032.i03> and
Boudt et al. (2019) <doi:10.1007/s11222-019-09869-x>.

Valentin Todorov

rrcov

Scalable Robust Estimators with High Breakdown Point

CovControlMcd function

Constructor function for objects of class "CovControlMcd" — CovControlMcd

<dl>

 <dt>alpha</dt>
<dd>numeric parameter controlling the size of the subsets
 over which the determinant is minimized, i.e., <code>alpha*n</code>
 observations are used for computing the determinant. Allowed values
 are between 0.5 and 1 and the default is 0.5.</dd>

 <dt>nsamp</dt>
<dd>number of subsets used for initial estimates or <code>"best"</code>,
 <code>"exact"</code> or <code>"deterministic"</code>. Default is <code>nsamp = 500</code>. 
 For <code>nsamp="best"</code> exhaustive enumeration is done, as long as the
 number of trials does not exceed 5000. For <code>"exact"</code>,
 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 <code>"deterministic"</code>, the deterministic MCD is computed; as
 proposed by Hubert et al. (2012) it starts from the \(h\) most
 central observations of six (deterministic) estimators.</dd>

 <dt>scalefn</dt>
<dd><code><a href='https://rdrr.io/r/base/function.html'>function</a></code> to compute a robust scale
 estimate or character string specifying a rule determining such a
 function, see <code>rrcov.control</code>.</dd>

 <dt>maxcsteps</dt>
<dd>maximal number of concentration steps in the
 deterministic MCD; should not be reached.</dd>

 <dt>seed</dt>
<dd>starting value for random generator. Default is <code>seed = NULL</code></dd>

 <dt>trace</dt>
<dd>whether to print intermediate results. Default is <code>trace = FALSE</code></dd>

 <dt>use.correction</dt>
<dd>whether to use finite sample correction factors.
 Default is <code>use.correction=TRUE</code></dd>

</dl>

Arguments

Valentin Todorov <a href='mailto:valentin.todorov@chello.at'>valentin.todorov@chello.at</a>

CovControlMcd: Constructor function for objects of class "CovControlMcd"

Description

Usage

Arguments

Value

References

Examples