rrcov (version 1.3-8)

CovControlMMest: Constructor function for objects of class "CovControlMMest"

Description

This function will create a control object CovControlMMest containing the control parameters for CovMMest

Usage

CovControlMMest(bdp = 0.5, eff=0.95, maxiter = 50, sest=CovControlSest(),
        trace = FALSE, tolSolve = 1e-7)

Arguments

bdp

a numeric value specifying the required breakdown point. Allowed values are between 0.5 and 1 and the default is 0.5

eff

a numeric value specifying the required efficiency for the MM estimates. Default is eff=0.95.

sest

an CovControlSest object containing control parameters for the initial S-estimate.

maxiter

maximum number of iterations allowed in the computation of the MM-estimate. Defaults to 150.

trace

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

tolSolve

numeric tolerance to be used as a convergence tolerance for the MM-iteration.

Value

• A CovControlSest object.

concept

High breakdown point

References

Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1--47. URL http://www.jstatsoft.org/v32/i03/.

Examples

## the following two statements are equivalent
    ctrl1 <- new("CovControlMMest", bdp=0.25)
    ctrl2 <- CovControlMMest(bdp=0.25)

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