CovMcd-class {rrcov} | R Documentation |
This class, derived from the virtual class "CovRobust"
accomodates
MCD Estimates of multivariate location and scatter computed by the
‘Fast MCD’ algorithm.
Objects can be created by calls of the form new("CovMcd", ...)
,
but the usual way of creating CovMcd
objects is a call to the function
CovMcd
which serves as a constructor.
alpha
:"numeric"
- the size of the
subsets over which the determinant is minimized (the default is (n+p+1)/2) quan
:"numeric"
- the number of
observations on which the MCD is based. If quan
equals
n.obs
, the MCD is the classical covariance matrix. best
:"Uvector"
- the best subset
found and used for computing the raw estimates. The size of best
is equal to quan
raw.cov
:"matrix"
the raw
(not reweighted) estimate of location raw.center
:"vector"
- the raw
(not reweighted) estimate of scatterraw.mah
:"Uvector"
- mahalanobis
distances of the observations based on the raw estimate of the
location and scatter raw.wt
:"Uvector"
- weights of
the observations based on the raw estimate of the location and scatter raw.cnp2
:"numeric"
- a vector of length
two containing the consistency correction factor and the finite sample
correction factor of the raw estimate of the covariance matrix cnp2
:"numeric"
- a vector of length two
containing the consistency correction factor and the finite sample
correction factor of the final estimate of the covariance matrix.
iter
, crit
, wt
:"CovRobust"
class.
call
, cov
, center
,
n.obs
, mah
, method
,
singularity
, X
:"Cov"
class.
Class "CovRobust"
, directly.
Class "Cov"
, by class "CovRobust"
.
No methods defined with class "CovMcd"
in the signature.
Valentin Todorov valentin.todorov@chello.at
Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47. URL http://www.jstatsoft.org/v32/i03/.
CovMcd
, Cov-class
, CovRobust-class
showClass("CovMcd")