Obtain a list with tuning paramters for covHuber
.
covControl(prob = 0.95, maxIterations = 200, tol = 1e-07)
numeric; probability for the quantile of the \(\chi^{2}\) distribution to be used as cutoff point in the Huber weight function (defaults to 0.95).
an integer giving the maximum number of iterations in the iteratively reweighted algorithm.
a small positive numeric value to be used to determine convergence of the iteratively reweighted algorithm.
A list with components corresponding to the arguments.
Huber, P.J. (1981) Robust statistics. John Wiley & Sons.