CovOgk-class {rrcov} | R Documentation |
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 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.
raw.cov
:"matrix"
the raw
(not reweighted) estimate of covariance matrix raw.center
:"vector"
- the raw
(not reweighted) estimate of the location vectorraw.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 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 "CovOgk" 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/.
showClass("CovOgk")