CovRobust-class {rrcov}R Documentation

Class "CovRobust" - virtual base class for robust estimates of multivariate location and scatter

Description

CovRobust is a virtual base class used for deriving the concrete classes representing different robust estimates of multivariate location and scatter. Here are implemeted the standard methods common for all robust estimates like show, summary and plot. The derived classes can override these methods and can define new ones.

Objects from the Class

A virtual Class: No objects may be created from it.

Slots

center:
location
cov:
covariance matrix
n.obs:
number of observations used to compute the estimates
iter:
number of iterations used to compute the estimates
crit:
value of the criterion function
wt:
weights
call:
the call to the function that returns the object
corr:
whether the correlation matrix was computed
mah:
robust distances
method:
a character string describing the method used to compute the estimate.
singularity:
a list with singularity information for the covariance matrix (or NULL of not singular)
X:
data

Extends

Class "Cov", directly.

Methods

isClassic
signature(obj = "CovRobust"): Will return FALSE, since this is a 'Robust' object
getMeth
signature(obj = "CovRobust"): Return the name of the particular robust method used (as a character string)
show
signature(object = "CovRobust"): display the object
plot
signature(x = "CovRobust"): plot the object

Author(s)

Valentin Todorov valentin.todorov@chello.at

See Also

Cov-class, CovMcd-class, CovMest-class, CovOgk-class

Examples

     data(hbk)
     hbk.x <- data.matrix(hbk[, 1:3])
     cv <- CovMest(hbk.x)               # it is not possible to create an object of 
                                        # class CovRobust, since it is a VIRTUAL class
     cv
     summary(cv)                        # summary method for class CovRobust
     plot(cv)                           # plot method for class CovRobust

[Package rrcov version 0.5-01 Index]