CovSde-class {rrcov} | R Documentation |
This class, derived from the virtual class "CovRobust"
accomodates Stahel-Donoho estimates of multivariate location and scatter.
Objects can be created by calls of the form new("CovSde", ...)
,
but the usual way of creating CovSde
objects is a call to the function
CovSde
which serves as a constructor.
center
:"vector"
-
the estimate of the location vectorcov
:"matrix"
-
the estimate of the covariance matrixn.obs
:"numeric"
- number of observations
used for the estimatesmah
:"Uvector"
- vector of distances
computed relative to location
and center
or NULLwt
:"vector"
- vector of weights (w)iter
:"numeric"
- number of iterations crit
:"numeric"
- the value of the objective functioncall
:"language"
- the call to CovMest
method
:"character"
- method used = "Stahel-Donoh Estimates"
singularity
:NULL
if not singular)X
:"Umatrix"
- the input data matrix or NULL
Class "CovRobust"
, directly.
Class "Cov"
, by class "CovRobust", distance 2.
No methods defined with class "CovSde" in the signature.
Valentin Todorov valentin.todorov@chello.at
CovSde
, Cov-class
, CovRobust-class
showClass("CovSde")