CovDepthWeighted-class {DepthProc}R Documentation

CovLP

Description

This class, derived from the virtual class "CovRobust" accomodates weighted by L ^ p depth multivariate location and scatter estimator.

Details

See CovLP for the function used to calculate weighted by L ^ p depth covariance matrix.


[Package DepthProc version 2.1.3 Index]