| CovControlMcd-class {rrcov} | R Documentation |
This class extends the CovControl class
and contains the control parameters for "CovMcd"
Objects can be created by calls of the form new("CovControlMcd", ...)
or by calling the constructor-function CovControlMcd.
alpha:alpha*n
observations are used for computing the determinant. Allowed values
are between 0.5 and 1 and the default is 0.5.nsamp:"best"
or "exact". Default is nsamp = 500. For
nsamp="best" exhaustive enumeration is done, as long as the
number of trials does not exceed 5000. For "exact",
exhaustive enumeration will be attempted however many samples are
needed. In this case a warning message will be displayed saying
that the computation can take a very long time.seed:seed = NULLuse.correction:use.correction=TRUE
Class "CovControl", directly.
signature(obj = "CovControlMcd"): the generic
function estimate allowes the different methods for robust estimation to be
used polymorphically - this function will call CovMcd 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("CovControlMcd", alpha=0.75)
ctrl2 <- CovControlMcd(alpha=0.75)
data(hbk)
CovMcd(hbk, control=ctrl1)