CovMrcd-class {rrcov} | R Documentation |
MRCD Estimates of Multivariate Location and Scatter
Description
This class, derived from the virtual class "CovRobust"
accomodates
MRCD Estimates of multivariate location and scatter computed by a variant of the
‘Fast MCD’ algorithm.
Objects from the Class
Objects can be created by calls of the form new("CovMrcd", ...)
,
but the usual way of creating CovMrcd
objects is a call to the function
CovMrcd
which serves as a constructor.
Slots
alpha
:Object of class
"numeric"
- the size of the subsets over which the determinant is minimized (the default is (n+p+1)/2)quan
:Object of class
"numeric"
- the number of observations on which the MCD is based. Ifquan
equalsn.obs
, the MCD is the classical covariance matrix.best
:Object of class
"Uvector"
- the best subset found and used for computing the raw estimates. The size ofbest
is equal toquan
cnp2
:Object of class
"numeric"
- containing the consistency correction factor of the estimate of the covariance matrix.icov
:The inverse of the covariance matrix.
rho
:The estimated regularization parameter.
target
:The estimated target matrix.
crit
:from the
"CovRobust"
class.call
,cov
,center
,n.obs
,mah
,method
,X
:from the
"Cov"
class.
Extends
Class "CovRobust"
, directly.
Class "Cov"
, by class "CovRobust"
.
Methods
No methods defined with class "CovMrcd"
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
CovMrcd
, Cov-class
, CovRobust-class
, CovMcd-class
Examples
showClass("CovMrcd")