rrcov.control(rrcov)
rrcov.control()所属R语言包:rrcov
Control object for the estimation parameters
估计参数的控制对象
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Useful for passing the estimation options as parameters to the estimation functions
可用于传递作为参数的估计函数的估计选项
用法----------Usage----------
rrcov.control(alpha=1/2, nsamp=500, seed=NULL, tolSolve=1e-14,
trace=FALSE, use.correction=TRUE, adjust=FALSE,
r = 0.45, arp = 0.05, eps=1e-3, maxiter=120)
参数----------Arguments----------
参数:alpha
This parameter controls the size of the subsets over which the determinant is minimized, i.e. alpha*n observations are used for computing the determinant. Allowed values are between 0.5 and 1 and the default is 0.5.
此参数控制行列式最小的子集的大小,即alpha*n观测用于计算行列式。允许的值是0.5~1之间,默认为0.5。
参数:nsamp
number of subsets used for initial estimates or "best" or "exact". Default is nsamp = 500. If nsamp="best" exhaustive enumeration is done, as far as the number of trials do not exceed 5000. If nsamp="exact" exhaustive enumeration will be attempted however many samples are needed. In this case a warning message will be displayed saying that the computation can take a very long time.
用于初步估计或"best"或"exact"的子集数。默认是nsamp = 500。如果nsamp="best"穷举完成,尽可能试验的次数不超过5000。如果nsamp="exact"穷举然而,许多样品将尝试是必要的。在这种情况下,将显示一条警告消息说,计算需要很长的时间。
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:tolSolve
numeric tolerance to be used for inversion (solve) of the covariance matrix in mahalanobis.
数字耐受用于反转(solve)的协方差矩阵在mahalanobis。
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:use.correction
whether to use finite sample correction factors. Default is use.correction=TRUE
是否使用有限样本的校正因素。默认是use.correction=TRUE
参数:adjust
whether to perform intercept adjustment at each step. This could be quite time consuming, therefore the default is adjust = FALSE
是否执行拦截调整在每一步。这可能是非常耗时的,因此默认是adjust = FALSE
参数:r
M-estimates: breakdown point, i.e. the fraction of contaminated data. The default is 0.45
M-估计故障点,即小部分的污染数据。默认值是0.45
参数:arp
M-estimates: asypmthotic rejection point, i.e. the fraction of points receiving zero weights. The default is 0.001
M-估计:asypmthotic拒绝点,即点接受零权的分数。默认值是0.001
参数:eps
M-estimates: the relaive precision of the solution. The default is 1e-3
,M-估计:relaive的精确的解决方案。默认是1e-3
参数:maxiter
M-estimates: maximum number of iterations for the computation of the M-estimates. The default is 120
M-估计的迭代计算的M-估计的最大数量。默认值是120
Details
详细信息----------Details----------
For details about the estimation options see the corresponding estimation functions.
估计的估计选项的详细信息,请参阅相应的功能。
值----------Value----------
A list with components, as the parameters passed by the invocation
与组件,通过调用的参数列表
实例----------Examples----------
data(Animals, package = "MASS")
brain <- Animals[c(1:24, 26:25, 27:28),]
data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
ctrl <- rrcov.control(alpha=0.75, trace=TRUE)
covMcd(hbk.x, control = ctrl)
covMcd(log(brain), control = ctrl)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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