CovControlMest-class          package:rrcov          R Documentation

_C_l_a_s_s '_C_o_v_C_o_n_t_r_o_l_M_e_s_t' - _c_o_n_t_a_i_n_s _c_o_n_t_r_o_l _p_a_r_a_m_e_t_e_r_s _f_o_r _C_o_v_M_e_s_t

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

     This class extends the 'CovControl' class  and contains the
     control parameters for CovMest

_O_b_j_e_c_t_s _f_r_o_m _t_h_e _C_l_a_s_s:

     Objects can be created by calls of the form 'new("CovControlMest",
     ...)'  or by calling the constructor-function 'CovControlMest'.

_S_l_o_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

     '_a_r_p': a numeric value specifying the asympthotic  rejection
          point, i.e. the fraction of points receiving zero  weight
          (see Rocke (1996)).  Default is '0.05' 

     '_e_p_s': a numeric value specifying the  relative precision of the
          solution of the M-estimate.  Defaults to '1e-3'

     '_m_a_x_i_t_e_r': maximum number of iterations allowed  in the
          computation of the M-estimate. Defaults to 120 

_E_x_t_e_n_d_s:

     Class '"CovControl"', directly.

_M_e_t_h_o_d_s:

     _e_s_t_i_m_a_t_e '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' object

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

     Valentin Todorov valentin.todorov@chello.at

_S_e_e _A_l_s_o:

_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)

