robustbase (version 0.1-2)

rrcov.control: Control object for the estimation parameters

Description

Auxilary function for passing the estimation options as parameters to the estimation functions.

NOTE: The name WILL change !!!!

Usage

rrcov.control(alpha=1/2, nsamp=500, seed=0, print.it=FALSE, adjust=FALSE)

Arguments

alpha

This parameter controls the size of the subsets over which the determinant is minimized, i.e. alpha*n observations are used for computing the determinant. Allowed values are between 0.5 and 1 and the default is 0.5.

nsamp

number of subsets used for initial estimates. Default is nsamp = 500

seed

starting value for random generator. Default is seed = 0

print.it

whether to print intermediate results. Default is print.it = FALSE

adjust

whether to perform intercept adjustment at each step. This could be quite time consuming, therefore the default is adjust = FALSE

Value

• A list with components, as the parameters passed by the invocation

Details

For details about the estimation options see the corresponding estimation functions.

Examples

data(Animals, package = "MASS")
brain <- Animals[c(1:24, 26:25, 27:28),]
data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])

ctrl <- rrcov.control(alpha=0.75, print.it=TRUE)
covMcd(hbk.x,      control = ctrl)
covMcd(log(brain), control = ctrl)