ICS_ucov {ICSClust}

Simple robust estimates of scatter for ICS

Description

Wrapper functions for the one-step M-estimator of scatter with weights based on Mahalanobis distances as computed by scov(), or the simple related estimator that is based on a transformation as computed by ucov().

Usage

ICS_scov(x, location = TRUE, beta = 0.2)

ICS_ucov(x, location = TRUE, beta = 0.2)

Arguments

x

a numeric matrix or data frame.

location

a logical indicating whether to include the sample mean as location estimate (defaults to TRUE).

beta

a positive numeric value specifying the tuning parameter of the estimator (default to 0.2), see ucov().

Value

An object of class "ICS_scatter" with the following components:

location

if requested, a numeric vector giving the location estimate.

scatter

a numeric matrix giving the estimate of the scatter matrix.

label

a character string providing a label for the scatter matrix.

Author(s)

Andreas Alfons

See Also

ICS()

tcov(), ICS_tcov(), ucov()