CovDepthWeighted-class: CovLP

Description Details

Description

This class, derived from the virtual class "CovRobust" accomodates weighted by L ^ p depth multivariate location and scatter estimator.

Details

See CovLP for the function used to calculate weighted by L ^ p depth covariance matrix.


DepthProc documentation built on Feb. 4, 2022, 1:07 a.m.