| CovControlMest-class {rrcov} | R Documentation |
This class extends the CovControl class
and contains the control parameters for CovMest
Objects can be created by calls of the form new("CovControlMest", ...)
or by calling the constructor-function CovControlMest.
r:(n - p)/(2 * n) and 1 and the default is 0.45arp:0.05 eps:1e-3maxiter:trace = FALSEsolve) of the covariance matrix in
mahalanobis.
Class "CovControl", directly.
signature(obj = "CovControlMest"): the generic
function estimate allowes the different methods for robust estimation to be
used polymorphically - this function will call CovMest passing it the control
object and will return the obtained CovRobust objectValentin Todorov valentin.todorov@chello.at
## the following two statements are equivalent
ctrl1 <- new("CovControlMest", r=0.4)
ctrl2 <- CovControlMest(r=0.4)
data(hbk)
CovMest(hbk, control=ctrl1)