This function will create a control object <code>CovControlSde</code>
 containing the control parameters for <code>CovSde</code>

CovControlSde

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

CovControlSde function

Constructor function for objects of class "CovControlSde" — CovControlSde

<dl>

 <dt>nsamp</dt>
<dd>a positive integer giving the number of resamples required;
 <code>nsamp</code> may not be reached if too many of the <code>p</code>-subsamples,
 chosen out of the observed vectors, are in a hyperplane.
 If <code>nsamp = 0</code> all possible subsamples are taken.
 If <code>nsamp</code> is omitted, it is calculated to provide a breakdown point
 of <code>eps</code> with probability <code>prob</code>.</dd>

 <dt>maxres</dt>
<dd>a positive integer specifying the maximum number of
 resamples to be performed including those that are discarded due to linearly
 dependent subsamples. If <code>maxres</code> is omitted it will be set to 2 times <code>nsamp</code>.</dd>

 <dt>tune</dt>
<dd>a numeric value between 0 and 1 giving the fraction of the data to receive non-zero weight.
 Defaults to <code>0.95</code>.</dd>

 <dt>prob</dt>
<dd>a numeric value between 0 and 1 specifying the probability of high breakdown point;
 used to compute <code>nsamp</code> when <code>nsamp</code> is omitted. Defaults to <code>0.99</code>.</dd>

 <dt>eps</dt>
<dd>a numeric value between 0 and 0.5 specifying the breakdown point;
 used to compute <code>nsamp</code> when <code>nresamp</code> is omitted. Defaults to <code>0.5</code>.</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>tolSolve</dt>
<dd>numeric tolerance to be used for inversion
 (<code><a href='https://rdrr.io/r/base/solve.html'>solve</a></code>) of the covariance matrix in
 <code><a href='https://rdrr.io/r/stats/mahalanobis.html'>mahalanobis</a></code>.</dd>

</dl>

Arguments

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

CovControlSde: Constructor function for objects of class "CovControlSde"

Description

Usage

Arguments

Value

References

Examples