CovOgk-class {rrcov}R Documentation

OGK Estimates of Multivariate Location and Scatter

Description

This class, derived from the virtual class "CovRobust" accomodates OGK Estimates of multivariate location and scatter computed by the algorithm proposed by Marona and Zamar (2002).

Objects from the Class

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

Slots

center:
Object of class "vector" - the final (reweighted) estimate of the location vector
cov:
Object of class "matrix" - the final (reweighted) estimate of the covariance matrix
n.obs:
Object of class "numeric" - number of observations used for the estimates
mah:
Object of class "Uvector" - vector of distances computed relative to the final estimates center and cov or NULL. Use the accessor method getDistance().
wt:
Object of class "vector" - weights of the observations using the final estimate of the location and scatter (currently not used)
iter:
Object of class "numeric" - number of ortogonalization iterations used
crit:
not used
call:
Object of class "language" - the call to CovOgk
method:
Object of class "character" - method used = "Orthogonalized Gnanadesikan-Kettenring Estimator"
singularity:
a list with singularity information for the covariance matrix (or NULL of not singular)
raw.cov:
Object of class "matrix" the raw (not reweighted) estimate of covariance matrix
raw.center:
Object of class "vector" - the raw (not reweighted) estimate of the location vector
raw.mah:
Object of class "Uvector" - mahalanobis distances of the observations based on the raw estimate of the location and scatter
raw.wt:
Object of class "Uvector" - weights of the observations based on the raw estimate of the location and scatter
X:
Object of class "Umatrix" - the data matrix or NULL

Extends

Class "CovRobust", directly. Class "Cov", by class "CovRobust".

Methods

No methods defined with class "CovOgk" in the signature.

Author(s)

Valentin Todorov valentin.todorov@chello.at

See Also

CovMcd-class, CovMest-class

Examples

showClass("CovOgk")

[Package rrcov version 0.5-01 Index]