CovSde-class {rrcov}R Documentation

Stahel-Donoho Estimates of Multivariate Location and Scatter

Description

This class, derived from the virtual class "CovRobust" accomodates Stahel-Donoho estimates of multivariate location and scatter.

Objects from the Class

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

Slots

center:
Object of class "vector" - the estimate of the location vector
cov:
Object of class "matrix" - the 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 location and center or NULL
wt:
Object of class "vector" - vector of weights (w)
iter:
Object of class "numeric" - number of iterations
crit:
Object of class "numeric" - the value of the objective function
call:
Object of class "language" - the call to CovMest
method:
Object of class "character" - method used = "Stahel-Donoh Estimates"
singularity:
a list with singularity information for the covariance matrix (or NULL if not singular)
X:
Object of class "Umatrix" - the input data matrix or NULL

Extends

Class "CovRobust", directly. Class "Cov", by class "CovRobust", distance 2.

Methods

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

Author(s)

Valentin Todorov valentin.todorov@chello.at

See Also

CovSde, Cov-class, CovRobust-class

Examples

showClass("CovSde")

[Package rrcov version 0.5-01 Index]