rrcov (version 0.4-08)

CovControlMve: Constructor function for objects of class "CovControlMve"

Description

This function will create a control object CovControlMve containing the control parameters for CovMve

Usage

CovControlMve(alpha = 0.5, nsamp = 500, seed = NULL, trace= FALSE)

Arguments

alpha

numeric parameter controlling 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. For nsamp="best" exhaustive enumeration is done, as long as the number of trials does not excee

seed

starting value for random generator. Default is seed = NULL

trace

whether to print intermediate results. Default is trace = FALSE

Value

• A CovControlMve object

Examples

## the following two statements are equivalent
    ctrl1 <- new("CovControlMve", alpha=0.75)
    ctrl2 <- CovControlMve(alpha=0.75)

    data(hbk)
    CovMve(hbk, control=ctrl1)