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robmed (version 0.1.1)

covControl: Tuning parameters for Huber M-estimation of location and scatter

Description

Obtain a list with tuning paramters for covHuber.

Usage

covControl(prob = 0.95, maxIterations = 200, tol = 1e-07)

Arguments

prob

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).

maxIterations

an integer giving the maximum number of iterations in the iteratively reweighted algorithm.

tol

a small positive numeric value to be used to determine convergence of the iteratively reweighted algorithm.

Value

A list with components corresponding to the arguments.

References

Huber, P.J. (1981) Robust statistics. John Wiley & Sons.

See Also

covHuber