robustbase (version 0.9-8)

rrcov.control: Control Settings for covMcd and ltsReg

Description

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

Usage

rrcov.control(alpha = 1/2, nsamp = 500, nmini = 300,
              seed = NULL, tolSolve = 1e-14, trace = FALSE,
              wgtFUN = "01.original",
              use.correction = identical(wgtFUN, "01.original"),
              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 or "best" or "exact". Default is nsamp = 500. If nsamp="best" exhaustive enumeration is done, as far as the number of trials do not exceed 5000. I

nmini

for covMcd: For large $n$, the algorithm splits the data into maximally $k_{\mathrm{rep}} = 5$ subsets of size nmini.

seed

initial seed for R's random number generator; see .Random.seed and the description of the seed argument in lmrob.control.

tolSolve

numeric tolerance to be used for inversion (solve) of the covariance matrix in mahalanobis.

trace

whether to print intermediate results. Default is trace = FALSE

wgtFUN

a character string or function, specifying how the weights for the reweighting step should be computed, see ltsReg or

use.correction

whether to use finite sample correction factors. Defaults to TRUE.

adjust

[for ltsReg(): whether to perform intercept adjustment at each step. Because this can be quite time consuming, the default is adjust = FALSE.

Value

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

See Also

For details about the options, see the documentation about the estimation functions, ltsReg and covMcd, respectively.

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, trace=TRUE)
covMcd(hbk.x,      control = ctrl)
covMcd(log(brain), control = ctrl)