CovClassic {rrcov} | R Documentation |
Computes the classical estimates of multivariate location and scatter.
Returns an S4 class CovClassic
with the estimated center
,
cov
, Mahalanobis distances and weights based on these distances.
CovClassic(x, unbiased=TRUE) Cov(x, unbiased=TRUE)
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 |
An object of class "CovClassic"
.
Valentin Todorov valentin.todorov@chello.at
data(hbk) hbk.x <- data.matrix(hbk[, 1:3]) cv <- CovClassic(hbk.x) cv summary(cv) plot(cv)