CovClassic-class {rrcov}R Documentation

Class "CovClassic" - classical estimates of multivariate location and scatter

Description

The class CovClassic represents an estimate of the multivariate location and scatter of a data set. The class CovClassic objects contain the classical estimates.

Objects from the Class

Objects can be created by calls of the form new("CovClassic", ...), but the usual way of creating CovClassic objects is a call to the function CovClassic which serves as a constructor.

Slots

call:
Object of class "language"
cov:
covariance matrix
center:
location
n.obs:
number of observations used for the computation of the estimates
mah:
mahalanobis distances
method:
a character string describing the method used to compute the estimate: "Classic"
singularity:
a list with singularity information for the ocvariance matrix (or NULL of not singular)
X:
data

Methods

getCenter
signature(obj = "CovClassic"): location vector
getCov
signature(obj = "CovClassic"): covariance matrix
getCorr
signature(obj = "CovClassic"): correlation matrix
getData
signature(obj = "CovClassic"): data frame
getDistance
signature(obj = "CovClassic"): distances
getEvals
signature(obj = "CovClassic"): Computes and returns the eigenvalues of the covariance matrix
plot
signature(x = "CovClassic"): plot the object
show
signature(object = "CovClassic"): display the object
summary
signature(object = "CovClassic"): calculate summary information

Author(s)

Valentin Todorov valentin.todorov@chello.at

Examples

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

[Package rrcov version 0.5-01 Index]