CovMMest-class {rrcov} | R Documentation |
MM Estimates of Multivariate Location and Scatter
Description
This class, derived from the virtual class "CovRobust"
accomodates MM Estimates of multivariate location and scatter.
Objects from the Class
Objects can be created by calls of the form new("CovMMest", ...)
,
but the usual way of creating CovSest
objects is a call to the function
CovMMest
which serves as a constructor.
Slots
det
,flag
,iter
,crit
:from the
"CovRobust"
class.- c1
tuning parameter of the loss function for MM-estimation (depend on control parameters
eff
andeff.shape
). Can be computed by the internal function.csolve.bw.MM(p, eff, eff.shape=TRUE)
. For the tuning parameters of the underlying S-estimate see the slotsest
and"CovSest"
.- sest
an
CovSest
object containing the initial S-estimate.call
,cov
,center
,n.obs
,mah
,method
,singularity
,X
:from the
"Cov"
class.
Extends
Class "CovRobust"
, directly.
Class "Cov"
, by class "CovRobust"
.
Methods
No methods defined with class "CovMMest" in the signature.
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
CovMMest
, Cov-class
, CovRobust-class
Examples
showClass("CovMMest")