CovMest-class {rrcov} | R Documentation |
Constrained M-estimates of Multivariate Location and Scatter
Description
This class, derived from the virtual class "CovRobust" accomodates constrained M-Estimates of multivariate location and scatter based on the translated biweight function (‘t-biweight’) using a High breakdown point initial estimate (Minimum Covariance Determinant - ‘Fast MCD’)
Objects from the Class
Objects can be created by calls of the form new("CovMest", ...)
,
but the usual way of creating CovMest
objects is a call to the function
CovMest
which serves as a constructor.
Slots
vt
:Object of class
"vector"
- vector of weights (v)iter
,crit
,wt
:from the
"CovRobust"
class.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 "CovMest" 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
CovMest
, Cov-class
, CovRobust-class
Examples
showClass("CovMest")