
CovControlSest
containing the control parameters for CovSest
CovControlSest(bdp = 0.5, arp = 0.1, eps = 1e-5, maxiter = 120,
nsamp = 500, seed = NULL, trace = FALSE, tolSolve = 1e-13, method= "sfast")
(n - p)/(2 * n)
and 1 and the default is 0.450.1
1e-5
.nsamp = 500
.seed = NULL
.trace = FALSE
.solve
) of the covariance matrix in
mahalanobis
.CovControlSest
object## the following two statements are equivalent
ctrl1 <- new("CovControlSest", bdp=0.4)
ctrl2 <- CovControlSest(bdp=0.4)
data(hbk)
CovSest(hbk, control=ctrl1)
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