| 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, tolSolve:"CovControl" class.
Class "CovControl", directly.
signature(obj = "CovControlMest"): the generic
function restimate 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
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/.
## the following two statements are equivalent
ctrl1 <- new("CovControlMest", r=0.4)
ctrl2 <- CovControlMest(r=0.4)
data(hbk)
CovMest(hbk, control=ctrl1)