Cov {rrcov}R Documentation

Classical Estimates of Multivariate Location and Scatter

Description

Computes the classical estimates of multivariate location and scatter. Returns an S4 class Cov with the estimated center, cov, Mahalanobis distances and weights based on these distances. The class Cov is used as a base class for the classes representing the different robust estimators.

Usage

    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 unbiased = TRUE

Details

Value

An object of class "Cov".

Note

Author(s)

Valentin Todorov valentin.todorov@chello.at

References

See Also

Cov-class

Examples

data(hbk)
hbk.x <- data.matrix(hbk[, 1:3])
cv <- Cov(hbk.x)
cv
summary(cv)
plot(cv)

[Package rrcov version 0.3-04 Index]