rrcov (version 1.3-8)

CovControlSest: Constructor function for objects of class "CovControlSest"

Description

This function will create a control object CovControlSest containing the control parameters for CovSest

Usage

CovControlSest(bdp = 0.5, arp = 0.1, eps = 1e-5, maxiter = 120,
        nsamp = 500, seed = NULL, trace = FALSE, tolSolve = 1e-14, method= "sfast")

Arguments

bdp

a numeric value specifying the required breakdown point. Allowed values are between (n - p)/(2 * n) and 1 and the default is 0.45

arp

a numeric value specifying the asympthotic rejection point (for the Rocke type S estimates), i.e. the fraction of points receiving zero weight (see Rocke (1996)). Default is 0.1

eps

a numeric value specifying the relative precision of the solution of the S-estimate (bisquare and Rocke type). Defaults to 1e-5.

maxiter

maximum number of iterations allowed in the computation of the S-estimate (bisquare and Rocke type). Defaults to 120.

nsamp

the number of random subsets considered. Default is nsamp = 500.

seed

starting value for random generator. Default is seed = NULL.

trace

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

tolSolve

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

method

Which algorithm to use: 'sfast'=FAST-S or 'surreal'=SURREAL

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("CovControlSest", bdp=0.4)
    ctrl2 <- CovControlSest(bdp=0.4)

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