Scalable Robust Estimators with High Breakdown Point

---

Documentation for package ‘rrcov’ version 1.7-5

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

A B C D F G H I L M N O P Q R S T U W misc

-- A --

Appalachia

Annual maximum streamflow in central Appalachia

-- B --

biplot	Biplot for Principal Components (objects of class 'Pca')
biplot-method	Biplot for Principal Components (objects of class 'Pca')
biplot-methods	Biplot for Principal Components (objects of class 'Pca')
bus	Automatic vehicle recognition data
bushmiss	Campbell Bushfire Data with added missing data items

-- C --

Cars	Consumer reports car data: dimensions
Cascades	Annual precipitation totals for the North Cascades region
Cov	Classical Estimates of Multivariate Location and Scatter
Cov-class	Class "Cov" - a base class for estimates of multivariate location and scatter
CovClassic	Classical Estimates of Multivariate Location and Scatter
CovClassic-class	Class "CovClassic" - classical estimates of multivariate location and scatter
CovControl-class	Class "CovControl" is a VIRTUAL base control class
CovControlMcd	Constructor function for objects of class "CovControlMcd"
CovControlMcd-class	Class 'CovControlMcd' - contains control parameters for CovMcd
CovControlMest	Constructor function for objects of class "CovControlMest"
CovControlMest-class	Class 'CovControlMest' - contains control parameters for "CovMest"
CovControlMMest	Constructor function for objects of class "CovControlMMest"
CovControlMMest-class	Class 'CovControlMMest' - contains control parameters for "CovMMest"
CovControlMrcd	Constructor function for objects of class "CovControlMrcd"
CovControlMrcd-class	Class 'CovControlMrcd' - contains control parameters for CovMrcd()
CovControlMve	Constructor function for objects of class "CovControlMve"
CovControlMve-class	Class 'CovControlMve' - contains control parameters for CovMve
CovControlOgk	Constructor function for objects of class "CovControlOgk"
CovControlOgk-class	Class 'CovControlOgk' - contains control parameters for CovOgk
CovControlSde	Constructor function for objects of class "CovControlSde"
CovControlSde-class	Class 'CovControlSde' - contains control parameters for "CovSde"
CovControlSest	Constructor function for objects of class "CovControlSest"
CovControlSest-class	Class 'CovControlSest' - contains control parameters for "CovSest"
CovMcd	Robust Location and Scatter Estimation via MCD
CovMcd-class	MCD Estimates of Multivariate Location and Scatter
CovMest	Constrained M-Estimates of Location and Scatter
covMest	Constrained M-Estimates of Location and Scatter
CovMest-class	Constrained M-estimates of Multivariate Location and Scatter
CovMMest	MM Estimates of Multivariate Location and Scatter
CovMMest-class	MM Estimates of Multivariate Location and Scatter
CovMrcd	Robust Location and Scatter Estimation via Minimum Regularized Covariance Determonant (MRCD)
CovMrcd-class	MRCD Estimates of Multivariate Location and Scatter
CovMve	Robust Location and Scatter Estimation via MVE
CovMve-class	MVE Estimates of Multivariate Location and Scatter
CovOgk	Robust Location and Scatter Estimation - Ortogonalized Gnanadesikan-Kettenring (OGK)
CovOgk-class	OGK Estimates of Multivariate Location and Scatter
CovRobust	Robust Location and Scatter Estimation
CovRobust-class	Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter
CovSde	Stahel-Donoho Estimates of Multivariate Location and Scatter
CovSde-class	Stahel-Donoho Estimates of Multivariate Location and Scatter
CovSest	S Estimates of Multivariate Location and Scatter
CovSest-class	S Estimates of Multivariate Location and Scatter

-- D --

diabetes

Reaven and Miller diabetes data

-- F --

fish	Fish Catch Data Set
fruit	Fruit data set

-- G --

getCenter	Accessor methods to the essential slots of Cov and its subclasses
getCenter-method	Class "Cov" - a base class for estimates of multivariate location and scatter
getCenter-method	Class "Pca" - virtual base class for all classic and robust PCA classes
getCenter-method	Class "SummaryCov" - summary of "Cov" objects
getCenter-methods	Accessor methods to the essential slots of Cov and its subclasses
getCorr	Accessor methods to the essential slots of Cov and its subclasses
getCorr-method	Class "Cov" - a base class for estimates of multivariate location and scatter
getCorr-methods	Accessor methods to the essential slots of Cov and its subclasses
getCov	Accessor methods to the essential slots of Cov and its subclasses
getCov-method	Class "Cov" - a base class for estimates of multivariate location and scatter
getCov-method	Class "SummaryCov" - summary of "Cov" objects
getCov-methods	Accessor methods to the essential slots of Cov and its subclasses
getData	Accessor methods to the essential slots of Cov and its subclasses
getData-method	Class "Cov" - a base class for estimates of multivariate location and scatter
getData-methods	Accessor methods to the essential slots of Cov and its subclasses
getDet	Accessor methods to the essential slots of Cov and its subclasses
getDet-method	Class "Cov" - a base class for estimates of multivariate location and scatter
getDet-methods	Accessor methods to the essential slots of Cov and its subclasses
getDistance	Accessor methods to the essential slots of Cov and its subclasses
getDistance-method	Class "Cov" - a base class for estimates of multivariate location and scatter
getDistance-method	Class "SummaryCov" - summary of "Cov" objects
getDistance-methods	Accessor methods to the essential slots of Cov and its subclasses
getEigenvalues	Accessor methods to the essential slots of Pca and its subclasses
getEigenvalues,methods	Accessor methods to the essential slots of Pca and its subclasses
getEigenvalues-method	Class "Pca" - virtual base class for all classic and robust PCA classes
getEllipse	Calculates the points for drawing a confidence ellipsoid
getEvals	Accessor methods to the essential slots of Cov and its subclasses
getEvals-method	Class "Cov" - a base class for estimates of multivariate location and scatter
getEvals-method	Class "SummaryCov" - summary of "Cov" objects
getEvals-methods	Accessor methods to the essential slots of Cov and its subclasses
getFlag	Accessor methods to the essential slots of Cov and its subclasses
getFlag-method	Class "Cov" - a base class for estimates of multivariate location and scatter
getFlag-methods	Accessor methods to the essential slots of Cov and its subclasses
getLoadings	Accessor methods to the essential slots of Pca and its subclasses
getLoadings-method	Class "Pca" - virtual base class for all classic and robust PCA classes
getLoadings-methods	Accessor methods to the essential slots of Pca and its subclasses
getMeth	Accessor methods to the essential slots of Cov and its subclasses
getMeth-method	Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter
getMeth-methods	Accessor methods to the essential slots of Cov and its subclasses
getPrcomp	Accessor methods to the essential slots of Pca and its subclasses
getPrcomp,methods	Accessor methods to the essential slots of Pca and its subclasses
getPrcomp-method	Class "Pca" - virtual base class for all classic and robust PCA classes
getQuan	Accessor methods to the essential slots of Pca and its subclasses
getQuan,methods	Accessor methods to the essential slots of Pca and its subclasses
getQuan-method	Class "PcaClassic" - Principal Components Analysis
getQuan-method	Class "PcaCov" - Robust PCA based on a robust covariance matrix
getQuan-method	Class "PcaGrid" - Robust PCA using PP - GRID search Algorithm
getQuan-method	Class "PcaHubert" - ROBust method for Principal Components Analysis
getQuan-method	Class "PcaLocantore" Spherical Principal Components
getQuan-method	Class "PcaProj" - Robust PCA using PP - Croux and Ruiz-Gazen (2005) algorithm
getRaw	Accessor methods to the essential slots of Cov and its subclasses
getRaw-method	Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter
getRaw-methods	Accessor methods to the essential slots of Cov and its subclasses
getScale	Accessor methods to the essential slots of Pca and its subclasses
getScale,methods	Accessor methods to the essential slots of Pca and its subclasses
getScale-method	Class "Pca" - virtual base class for all classic and robust PCA classes
getScores	Accessor methods to the essential slots of Pca and its subclasses
getScores,methods	Accessor methods to the essential slots of Pca and its subclasses
getScores-method	Class "Pca" - virtual base class for all classic and robust PCA classes
getSdev	Accessor methods to the essential slots of Pca and its subclasses
getSdev,methods	Accessor methods to the essential slots of Pca and its subclasses
getSdev-method	Class "Pca" - virtual base class for all classic and robust PCA classes
getShape	Accessor methods to the essential slots of Cov and its subclasses
getShape-method	Class "Cov" - a base class for estimates of multivariate location and scatter
getShape-methods	Accessor methods to the essential slots of Cov and its subclasses

-- H --

hemophilia

Hemophilia Data

-- I --

ionosphere	Johns Hopkins University Ionosphere database.
isClassic	Accessor methods to the essential slots of Cov and its subclasses
isClassic,method	Class "Cov" - a base class for estimates of multivariate location and scatter
isClassic-method	Class "Cov" - a base class for estimates of multivariate location and scatter
isClassic-method	Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter
isClassic-method	Class "SummaryCov" - summary of "Cov" objects
isClassic-method	Class "SummaryCovRobust" - summary of "CovRobust" objects
isClassic-methods	Accessor methods to the essential slots of Cov and its subclasses
isSingular	Check if a covariance matrix (object of class 'Cov') is singular
isSingular-method	Check if a covariance matrix (object of class 'Cov') is singular
isSingular-methods	Check if a covariance matrix (object of class 'Cov') is singular

-- L --

Lda-class	Class "Lda" - virtual base class for all classic and robust LDA classes
LdaClassic	Linear Discriminant Analysis
LdaClassic-class	Class "LdaClassic" - Linear Discriminant Analysis
LdaClassic.default	Linear Discriminant Analysis
LdaClassic.formula	Linear Discriminant Analysis
LdaPP	Robust Linear Discriminant Analysis by Projection Pursuit
LdaPP-class	Class "LdaPP" - Robust method for Linear Discriminant Analysis by Projection-pursuit
LdaPP.default	Robust Linear Discriminant Analysis by Projection Pursuit
LdaPP.formula	Robust Linear Discriminant Analysis by Projection Pursuit
LdaRobust-class	Class "LdaRobust" is a virtual base class for all robust LDA classes
Linda	Robust Linear Discriminant Analysis
Linda-class	Class "Linda" - Robust method for LINear Discriminant Analysis
Linda.default	Robust Linear Discriminant Analysis
Linda.formula	Robust Linear Discriminant Analysis
lmom32	Hosking and Wallis Data Set, Table 3.2
lmom33	Hosking and Wallis Data Set, Table 3.3

-- M --

machines	Computer Hardware
maryo	Marona and Yohai Artificial Data
model.frame.Wilks.test	Classical and Robust One-way MANOVA: Wilks Lambda

-- N --

names	Accessor methods to the essential slots of Cov and its subclasses
names-method	Accessor methods to the essential slots of Cov and its subclasses
names-method	Accessor methods to the essential slots of Pca and its subclasses
names-methods	Accessor methods to the essential slots of Cov and its subclasses

-- O --

octane	Octane data
olitos	Olive Oil Data
OsloTransect	Oslo Transect Data

-- P --

Pca-class	Class "Pca" - virtual base class for all classic and robust PCA classes
pca.distances	Compute score and orthogonal distances for Principal Components (objects of class 'Pca')
pca.scoreplot	Score plot for Principal Components (objects of class 'Pca')
PcaClassic	Principal Components Analysis
PcaClassic-class	Class "PcaClassic" - Principal Components Analysis
PcaClassic.default	Principal Components Analysis
PcaClassic.formula	Principal Components Analysis
PcaCov	Robust PCA based on a robust covariance matrix
PcaCov-class	Class "PcaCov" - Robust PCA based on a robust covariance matrix
PcaCov.default	Robust PCA based on a robust covariance matrix
PcaCov.formula	Robust PCA based on a robust covariance matrix
PcaGrid	Robust Principal Components based on Projection Pursuit (PP): GRID search Algorithm
PcaGrid-class	Class "PcaGrid" - Robust PCA using PP - GRID search Algorithm
PcaGrid.default	Robust Principal Components based on Projection Pursuit (PP): GRID search Algorithm
PcaGrid.formula	Robust Principal Components based on Projection Pursuit (PP): GRID search Algorithm
PcaHubert	ROBPCA - ROBust method for Principal Components Analysis
PcaHubert-class	Class "PcaHubert" - ROBust method for Principal Components Analysis
PcaHubert.default	ROBPCA - ROBust method for Principal Components Analysis
PcaHubert.formula	ROBPCA - ROBust method for Principal Components Analysis
PcaLocantore	Spherical Principal Components
PcaLocantore-class	Class "PcaLocantore" Spherical Principal Components
PcaLocantore.default	Spherical Principal Components
PcaLocantore.formula	Spherical Principal Components
PcaProj	Robust Principal Components based on Projection Pursuit (PP): Croux and Ruiz-Gazen (2005) algorithm
PcaProj-class	Class "PcaProj" - Robust PCA using PP - Croux and Ruiz-Gazen (2005) algorithm
PcaProj.default	Robust Principal Components based on Projection Pursuit (PP): Croux and Ruiz-Gazen (2005) algorithm
PcaProj.formula	Robust Principal Components based on Projection Pursuit (PP): Croux and Ruiz-Gazen (2005) algorithm
PcaRobust-class	Class "PcaRobust" is a virtual base class for all robust PCA classes
plot	Class "Cov" - a base class for estimates of multivariate location and scatter
plot-method	Class "Cov" - a base class for estimates of multivariate location and scatter
plot-method	Class "Pca" - virtual base class for all classic and robust PCA classes
plot-method	Methods for Function 'plot' in Package 'rrcov'
plot-methods	Methods for Function 'plot' in Package 'rrcov'
pottery	Archaic Greek Pottery data
pottery.test	Archaic Greek Pottery data
predict	Class "Pca" - virtual base class for all classic and robust PCA classes
predict-method	Class "Lda" - virtual base class for all classic and robust LDA classes
predict-method	Class "LdaPP" - Robust method for Linear Discriminant Analysis by Projection-pursuit
predict-method	Class "Pca" - virtual base class for all classic and robust PCA classes
predict-method	Class "Qda" - virtual base class for all classic and robust QDA classes
PredictLda-class	Class "PredictLda" - prediction of "Lda" objects
PredictQda-class	Class "PredictQda" - prediction of "Qda" objects

-- Q --

Qda-class	Class "Qda" - virtual base class for all classic and robust QDA classes
QdaClassic	Quadratic Discriminant Analysis
QdaClassic-class	Class "QdaClassic" - Quadratic Discriminant Analysis
QdaClassic.default	Quadratic Discriminant Analysis
QdaClassic.formula	Quadratic Discriminant Analysis
QdaCov	Robust Quadratic Discriminant Analysis
QdaCov-class	Class "QdaCov" - Robust methods for Quadratic Discriminant Analysis
QdaCov.default	Robust Quadratic Discriminant Analysis
QdaCov.formula	Robust Quadratic Discriminant Analysis
QdaRobust-class	Class "QdaRobust" is a virtual base class for all robust QDA classes

-- R --

restimate	Methods for Function estimate in Package 'rrcov'
restimate-method	Class 'CovControlMMest' - contains control parameters for "CovMMest"
restimate-method	Class 'CovControlMcd' - contains control parameters for CovMcd
restimate-method	Class 'CovControlMrcd' - contains control parameters for CovMrcd()
restimate-method	Class 'CovControlMve' - contains control parameters for CovMve
restimate-method	Class 'CovControlOgk' - contains control parameters for CovOgk
restimate-method	Class 'CovControlSde' - contains control parameters for "CovSde"
restimate-method	Class 'CovControlSest' - contains control parameters for "CovSest"
restimate-method	Methods for Function estimate in Package 'rrcov'
restimate-methods	Methods for Function estimate in Package 'rrcov'
rice	Rice taste data

-- S --

salmon	Salmon data
scorePlot	Score plot for Principal Components (objects of class 'Pca')
scorePlot-method	Score plot for Principal Components (objects of class 'Pca')
scorePlot-methods	Score plot for Principal Components (objects of class 'Pca')
screeplot	Class "Pca" - virtual base class for all classic and robust PCA classes
screeplot-method	Class "Pca" - virtual base class for all classic and robust PCA classes
show-method	Class "Cov" - a base class for estimates of multivariate location and scatter
show-method	Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter
show-method	Class "Lda" - virtual base class for all classic and robust LDA classes
show-method	Class "Pca" - virtual base class for all classic and robust PCA classes
show-method	Class "PredictLda" - prediction of "Lda" objects
show-method	Class "PredictQda" - prediction of "Qda" objects
show-method	Class "Qda" - virtual base class for all classic and robust QDA classes
show-method	Class "SummaryCov" - summary of "Cov" objects
show-method	Class "SummaryCovRobust" - summary of "CovRobust" objects
show-method	Class "SummaryLda" - summary of "Lda" objects
show-method	Class "SummaryPca" - summary of "Pca" objects
show-method	Class "SummaryQda" - summary of "Qda" objects
soil	Exchangable cations in forest soil data set
summary-method	Class "Cov" - a base class for estimates of multivariate location and scatter
summary-method	Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter
summary-method	Class "Lda" - virtual base class for all classic and robust LDA classes
summary-method	Class "Pca" - virtual base class for all classic and robust PCA classes
summary-method	Class "Qda" - virtual base class for all classic and robust QDA classes
SummaryCov-class	Class "SummaryCov" - summary of "Cov" objects
SummaryCovRobust-class	Class "SummaryCovRobust" - summary of "CovRobust" objects
SummaryLda-class	Class "SummaryLda" - summary of "Lda" objects
SummaryPca-class	Class "SummaryPca" - summary of "Pca" objects
SummaryQda-class	Class "SummaryQda" - summary of "Qda" objects

-- T --

T2.test	Robust Hotelling T2 test
T2.test.default	Robust Hotelling T2 test
T2.test.formula	Robust Hotelling T2 test

-- U --

Ufunction-class	Class "Cov" - a base class for estimates of multivariate location and scatter
Ulist-class	Class "Cov" - a base class for estimates of multivariate location and scatter
Umatrix-class	Class "Cov" - a base class for estimates of multivariate location and scatter
un86	United Nations Data - 1986
Utable-class	Class "Cov" - a base class for estimates of multivariate location and scatter
Uvector-class	Class "Cov" - a base class for estimates of multivariate location and scatter

-- W --

wages	Wages and Hours
Wilks.test	Classical and Robust One-way MANOVA: Wilks Lambda
Wilks.test.data.frame	Classical and Robust One-way MANOVA: Wilks Lambda
Wilks.test.default	Classical and Robust One-way MANOVA: Wilks Lambda
Wilks.test.formula	Classical and Robust One-way MANOVA: Wilks Lambda
Wilks.test.matrix	Classical and Robust One-way MANOVA: Wilks Lambda
wolves	Skull dimensions of the wolf _Canis lupus_ L.

-- misc --

$-method	Accessor methods to the essential slots of Cov and its subclasses
$-method	Accessor methods to the essential slots of Pca and its subclasses
$-methods	Accessor methods to the essential slots of Cov and its subclasses