CovControlOgk(rrcov)
CovControlOgk()所属R语言包:rrcov
Constructor function for objects of class "CovControlOgk"
构造函数功能“类”CovControlOgk的对象
译者:生物统计家园网 机器人LoveR
描述----------Description----------
This function will create a control object CovControlOgk containing the control parameters for CovOgk
此功能将创建一个控制对象CovControlOgk包含的控制参数CovOgk
用法----------Usage----------
CovControlOgk(niter = 2, beta = 0.9, mrob = NULL, vrob = rrcov:::.vrobGK, smrob = "scaleTau2", svrob = "gk")
参数----------Arguments----------
参数:niter
number of iterations, usually 1 or 2 since iterations beyond the second do not lead to improvement.
次数的迭代,通常为1或2,因为超出第二迭代不导致改善。
参数:beta
coverage parameter for the final reweighted estimate
最终重新加权估计的覆盖参数
参数:mrob
function for computing the robust univariate location and dispersion - one could use the tau scale defined in Yohai and Zamar (1998), see scaleTau2. The C version of this function defined by smrob is the default.
功能强劲的单变量的位置和分散 - 一个可以使用tau scale定义在Yohai和Zamar(1998)的计算,请参阅scaleTau2。 C版本的功能定义的smrob是默认的。
参数:vrob
function for computing robust estimate of covariance between two random vectors - one could use the function proposed by Gnanadesikan and Kettenring (1972), see covGK(). The C version of this function defined by svrob is the default.
功能用于计算两个随机向量之间的协方差 - 稳健估计的格纳纳德西肯和Kettenring(1972)提出的可以使用的功能,请参阅covGK()。 C版本的功能定义的svrob是默认的。
参数:smrob
a string indicating the name of the function for computing the robust univariate location and dispersion - defaults to scaleTau2 - the scale tau function defined in Yohai and Zamar (1998)
一个字符串,指示计算功能强劲的单变量的位置和分散的名称 - 默认为scaleTau2 - 规模头函数中定义的Yohai和Zamar(1998年)
参数:svrob
a string indicating the name of the function for computing robust estimate of covariance between two random vectors - defaults gk, the one proposed by Gnanadesikan and Kettenring (1972)
的字符串表示的功能的名称,用于计算两个随机向量之间的协方差鲁棒估计 - 默认值gk,提出一个格纳纳德西肯和Kettenring(1972)
Details
详细信息----------Details----------
If the user does not specify a scale and covariance function to be used in the computations or specifies one by using the arguments smrob and svrob (i.e. the names of the functions as strings), a native code written in C will be called which is by far faster than the R version.
如果用户没有指定的规模和协方差函数在计算中使用,或指定一个smrob和svrob(即作为字符串的函数的名称),本机代码编写的,使用的参数在C将被称为是远远快于R版本。
If the arguments mrob and vrob are not NULL, the specified functions will be used via the pure R implementation of the algorithm. This could be quite slow.
如果参数mrob和vrob不是NULL,指定的功能将通过使用纯R的算法实现。这可能是相当缓慢的。
值----------Value----------
A CovControlOgk object
ACovControlOgk对象
(作者)----------Author(s)----------
Valentin Todorov <a href="mailto:valentin.todorov@chello.at">valentin.todorov@chello.at</a>
参考文献----------References----------
Robust estimates of location and dispersion of high-dimensional datasets; Technometrics 44(4), 307–317.
High breakdown point estimates of regression by means of the minimization of efficient scale JASA 86, 403–413.
Robust estimates, residuals, and outlier detection with multiresponse data. Biometrics 28, 81–124.
An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. URL http://www.jstatsoft.org/v32/i03/.
实例----------Examples----------
## the following two statements are equivalent[#下面的两个语句是等价的]
ctrl1 <- new("CovControlOgk", beta=0.95)
ctrl2 <- CovControlOgk(beta=0.95)
data(hbk)
CovOgk(hbk, control=ctrl1)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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