CovMest-class {rrcov} | R Documentation |
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 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.
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 NULLiter
:"numeric"
- number of iterations wt
:"vector"
- vector of weights (w)vt
:"vector"
- vector of weights (v)crit
:"numeric"
- the value of the objective functioncall
:"language"
- the call to CovMest
method
:"character"
- method used = "M-Estimates"
singularity
:NULL
of not singular)X
:"Umatrix"
- the data matrix or NULL
Class "CovRobust"
, directly.
Class "Cov"
, by class "CovRobust"
.
No methods defined with class "CovMest" in the signature.
Valentin Todorov valentin.todorov@chello.at
CovMest
, Cov-class
, CovRobust-class
showClass("CovMest")