CovClassic {rrcov} | R Documentation |
Classical Estimates of Multivariate Location and Scatter
Description
Computes the classical estimates of multivariate location and scatter.
Returns an S4 class CovClassic
with the estimated center
,
cov
, Mahalanobis distances and weights based on these distances.
Usage
CovClassic(x, unbiased=TRUE)
Cov(x, unbiased=TRUE)
Arguments
x |
a matrix or data frame. As usual, rows are observations and columns are variables. |
unbiased |
whether to return the unbiased estimate of
the covariance matrix. Default is |
Value
An object of class "CovClassic"
.
Author(s)
Valentin Todorov valentin.todorov@chello.at
References
Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. doi:10.18637/jss.v032.i03.
See Also
Examples
data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
cv <- CovClassic(hbk.x)
cv
summary(cv)
plot(cv)
[Package rrcov version 1.7-5 Index]