CovMMest(rrcov)
CovMMest()所属R语言包：rrcov
MM Estimates of Multivariate Location and Scatter
多元分布的位置和分散的MM估计
译者：生物统计家园网 机器人LoveR
描述----------Description----------
Computes MM-Estimates of multivariate location and scatter starting from an initial S-estimate
计算MM估计多元分布的位置和散布开始从最初的S-估计
用法----------Usage----------
CovMMest(x, bdp = 0.5, eff = 0.95, eff.shape=TRUE, maxiter = 50,
trace = FALSE, tolSolve = 1e-7, control)
参数----------Arguments----------
参数：x
a matrix or data frame.
一个矩阵或数据框。
参数：bdp
a numeric value specifying the required breakdown point. Allowed values are between 0.5 and 1 and the default is bdp=0.5.
一个数字值，该值指定所需的击穿点。允许的值是0.5~1之间，默认为bdp=0.5。
参数：eff
a numeric value specifying the required efficiency for the MM estimates. Default is eff=0.95.
的MM估计一个数值，指定所需的效率。默认是eff=0.95。
参数：eff.shape
logical; if TRUE, eff is with regard to shape-efficiency, otherwise location-efficiency. Default is eff.shape=FALSE.
逻辑，如果为TRUE，eff是关于形状效率，其他位置的效率。默认是eff.shape=FALSE。
参数：maxiter
maximum number of iterations allowed in the computation of the S-estimate (bisquare and Rocke type). Default is maxiter=50.
计算的S-估计（bisquare和Rocke类型）中允许的迭代的最大数量。默认是maxiter=50。
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：tolSolve
numeric tolerance to be used as a convergence tolerance for the MM-iteration
数值的公差为MM迭代收敛公差要用作
参数：control
a control object (S4) of class CovControlMMest-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CovControlMMest-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。
Details
详细信息----------Details----------
Computes MM-estimates of multivariate location and scatter starting from an initial S-estimate.
计算开始从最初的S-估计的多元分布的位置和分散的MM估计。
值----------Value----------
An S4 object of class CovMMest-class which is a subclass of the virtual class CovRobust-class.
S4对象的类CovMMest-class这是虚拟类CovRobust-class的一个子类。
（作者）----------Author(s)----------
Valentin Todorov <a href="mailto:valentin.todorov@chello.at">valentin.todorov@chello.at</a>
参考文献----------References----------
The uniqueness of S and M-functionals under non-elliptical distributions. Annals of Statistics 28, 1219–1243
Principal components analysis based on multivariate MM-estimators with fast and robust bootstrap. Journal of the American Statistical Association 101, 1198–1211.
Robust Statistics: Theory and Methods. 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----------
library(rrcov)
data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
CovMMest(hbk.x)
## the following four statements are equivalent[＃以下四个语句是等价的]
c0 <- CovMMest(hbk.x)
c1 <- CovMMest(hbk.x, bdp = 0.25)
c2 <- CovMMest(hbk.x, control = CovControlMMest(bdp = 0.25))
c3 <- CovMMest(hbk.x, control = new("CovControlMMest", bdp = 0.25))
## direct specification overrides control one:[＃直接指定覆盖控制1：]
c4 <- CovMMest(hbk.x, bdp = 0.40,
control = CovControlMMest(bdp = 0.25))
c1
summary(c1)
plot(c1)
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注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
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发表于 2012-9-28 20:44:30
