CovSde(rrcov)
CovSde()所属R语言包：rrcov
Stahel-Donoho Estimates of Multivariate Location and Scatter
多元分布的位置和分散的Stahel Donoho提出的预算
译者：生物统计家园网 机器人LoveR
描述----------Description----------
Compute a robust estimate of location and scale using the Stahel-Donoho projection based estimator
使用Stahel，基于Donoho提出投影的估计，计算一个稳健估计的地点和规模
用法----------Usage----------
CovSde(x, nsamp, maxres, tune = 0.95, eps = 0.5, prob = 0.99, seed = NULL, trace = FALSE, control)
参数----------Arguments----------
参数：x
a matrix or data frame.
一个矩阵或数据框。
参数：nsamp
a positive integer giving the number of resamples required; nsamp may not be reached if too many of the p-subsamples, chosen out of the observed vectors, are in a hyperplane. If nsamp = 0 all possible subsamples are taken. If nsamp is omitted, it is calculated to provide a breakdown point of eps with probability prob.
一个正整数，重采样的数量要求;nsamp可能无法达到，如果太多的p子样本，选择了所观察到的向量，是在一个超平面。 nsamp = 0如果采取所有可能的子样本。如果nsamp省略，它的计算方法提供一个故障点的概率epsprob。
参数：maxres
a positive integer specifying the maximum number of resamples to be performed including those that are discarded due to linearly dependent subsamples. If maxres is omitted it will be set to 2 times nsamp.
指定要包括那些被丢弃由于线性相关的子样本进行重新采样的最大数目的一个正整数。如果maxres省略，它会被设置为2倍nsamp。
参数：tune
a numeric value between 0 and 1 giving the fraction of the data to receive non-zero weight. Defaults to 0.95
0和1之间的数值的馏分要接收的数据非零重量。默认为0.95
参数：prob
a numeric value between 0 and 1 specifying the probability of high breakdown point; used to compute nsamp when nsamp is omitted. Defaults to 0.99.
介于0和1之间的一个数值，指定高击穿点的概率;用来计算nsamp当nsamp被删去。默认为0.99的。
参数：eps
a numeric value between 0 and 0.5 specifying the breakdown point; used to compute nsamp when nresamp is omitted. Defaults to 0.5.
指定一个数值，在0和0.5之间的故障点来计算nsampnresamp被省略。默认为0.5的。
参数：seed
starting value for random generator. Default is seed = NULL.
随机数发生器的初始值。默认是seed = NULL。
参数：trace
whether to print intermediate results. Default is trace = FALSE.
是否要打印的中间结果。默认是trace = FALSE。
参数：control
a control object (S4) of class CovControlSde-class containing estimation options - same as these provided in the fucntion specification. If the control object is supplied, the parameters from it will be used. If parameters are passed also in the invocation statement, they will override the corresponding elements of the control object.
控制对象（S4）类CovControlSde-class估计选项 - 因为这些在温控功能规格提供相同。如果被供给的控制对象，从它的参数将被使用。如果参数传递的调用语句，它们将覆盖相应元素的控制对象。
值----------Value----------
An S4 object of class CovSde-class which is a subclass of the virtual class CovRobust-class.
S4对象的类CovSde-class这是虚拟类CovRobust-class的一个子类。
注意----------Note----------
The Fortran code for the Stahel-Donoho method was taken almost with no changes from package robust which in turn has it from the Insightful Robust Library (thanks to by Kjell Konis).
Stahel-Donoho提出的方法的Fortran代码是几乎没有变化，从包robust这反过来又见识强大的库（由于由谢尔Konis）。
（作者）----------Author(s)----------
Valentin Todorov <a href="mailto:valentin.todorov@chello.at">valentin.todorov@chello.at</a> and
Kjell Konis <a href="mailto:kjell.konis@epfl.ch">kjell.konis@epfl.ch</a>
参考文献----------References----------
Estimator. Journal of the American Statistical Association 90 (429), 330–341.
Wiley, New York.
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----------
data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
CovSde(hbk.x)
## the following four statements are equivalent[＃以下四个语句是等价的]
c0 <- CovSde(hbk.x)
c1 <- CovSde(hbk.x, nsamp=2000)
c2 <- CovSde(hbk.x, control = CovControlSde(nsamp=2000))
c3 <- CovSde(hbk.x, control = new("CovControlSde", nsamp=2000))
## direct specification overrides control one:[＃直接指定覆盖控制1：]
c4 <- CovSde(hbk.x, nsamp=100,
control = CovControlSde(nsamp=2000))
c1
summary(c1)
plot(c1)
## Use the function CovRobust() - if no estimation method is[＃使用的功能CovRobust（） - 如果没有估计方法]
## specified, for small data sets CovSde() will be called[＃指定，小数据，套CovSde（）将被调用]
cr <- CovRobust(hbk.x)
cr
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注：
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发表于 2012-9-28 20:45:35
