R: Class "CovRobMiss" - a superclass for the robust estimates of...

CovRobMiss-class {GSE}

R Documentation

Class "CovRobMiss" – a superclass for the robust estimates of location and scatter for missing data

Description

The Superclass of all the objects output from the various robust estimators of location and scatter for missing data, which includes Generalized S-estimator GSE, Extended Minimum Volumn Ellipsoid emve, and Huberized Pairwise HuberPairwise. It can also be constructed using the code partial.mahalanobis.

Objects from the Class

Objects can be created by calls of the form new("CovRobMiss", ...), but the best way of creating CovRobMiss objects is a call to either of the folowing functions:GSE, emve, HuberPairwise, and partial.mahalanobis, which all serve as a constructor.

Slots

mu: Estimated location. Can be accessed via getLocation.
S: Estimated scatter matrix. Can be accessed via getScatter.
pmd: Square partial Mahalanobis distances. Can be accessed via getDist.
pmd.adj: Adjusted square partial Mahalanobis distances. Can be accessed via getDistAdj.
pu: Dimension of the observed entries for each case. Can be accessed via getDim.
call: Object of class "language". Not meant to be accessed.
x: Input data matrix. Not meant to be accessed.
p: Column dimension of input data matrix. Not meant to be accessed.
estimator: Character string of the name of the estimator used. Not meant to be accessed.

Methods

show: signature(object = "CovRobMiss"): display the object
summary: signature(object = "CovRobMiss"): calculate summary information
plot: signature(object = "CovRobMiss", cutoff = "numeric"): plot the object. See plot
getDist: signature(object = "CovRobMiss"): return the squared partial Mahalanobis distances
getDistAdj: signature(object = "CovRobMiss"): return the adjusted squared partial Mahalanobis distances
getDim: signature(object = "CovRobMiss"): return the dimension of observed entries for each case
getLocation: signature(object = "CovRobMiss"): return the estimated location vector
getScatter: signature(object = "CovRobMiss", cutoff = "numeric"): return the estimated scatter matrix
getMissing: signature(object = "CovRobMiss"): return the case number with completely missing data, if any
getOutliers: signature(object = "CovRobMiss", cutoff = "numeric"): return the case number(s) adjusted squared distances above (1 - cutoff)th quantile of chi-square p-degrees of freedom.

Author(s)