R: Control Parameters for Robust Covariance Estimation

covRob.control {robust} | R Documentation

## Control Parameters for Robust Covariance Estimation

### Description

This function is used to create a list of control parameters for the underlying robust estimator used in the `covRob` function.

### Usage

      covRob.control(estim, ...)

### Arguments

`estim` | a character vector of length one giving the name of the estimator to generate the control parameters for.
`...` | control parameters appropriate for the robust estimator specified in `estim` in the form `name = value` and separated by commas. Omitted parameters receive their default values.

### Details

The control parameters are estimator specific. Information on the control parameters (and their default values) can be found in the help files of each of the robust covariance estimators.

### Value

a list of control parameters appropriate for the robust estimator given in `estim`. The value of `estim` occupies the first element of the list.

### See Also

This function is a utility function for `covRob`.<br>

The underlying robust estimators are: `CovSde`, `covMcd` and `CovOgk`. Power-users should consider calling these functions directly.

### Examples

      mcd.control <- covRob.control("mcd", quan = 0.75, ntrial = 1000)

      ds.control <- covRob.control("donostah", prob = 0.95)

      qc.control <- covRob.control("pairwiseqc")

[Package robust version 0.5-0.0 Index]