CovControlMest             package:rrcov             R Documentation

_C_o_n_s_t_r_u_c_t_o_r _f_u_n_c_t_i_o_n _f_o_r _o_b_j_e_c_t_s _o_f _c_l_a_s_s "_C_o_v_C_o_n_t_r_o_l_M_e_s_t"

_D_e_s_c_r_i_p_t_i_o_n:

     This function will create a control object 'CovControlMest' 
     containing the control parameters for 'CovMest'

_U_s_a_g_e:

     CovControlMest(r = 0.45, arp = 0.05, eps = 0.001, maxiter = 120)

_A_r_g_u_m_e_n_t_s:

       r: 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,
          i.e. the fraction of points receiving zero  weight (see Rocke
          (1996)).  Default is '0.05' 

     eps: a numeric value specifying the  relative precision of the
          solution of the M-estimate.  Defaults to '1e-3'

 maxiter: maximum number of iterations allowed  in the computation of
          the M-estimate. Defaults to 120 

_V_a_l_u_e:

     A 'CovControlMest' object

_A_u_t_h_o_r(_s):

     Valentin Todorov valentin.todorov@chello.at

_E_x_a_m_p_l_e_s:

         ## the following two statements are equivalent
         ctrl1 <- new("CovControlMest", r=0.4)
         ctrl2 <- CovControlMest(r=0.4)

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

